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ssim1201

ssim1201

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fx_aggregator

This code is a companion of my article about "How technology and automation can help to improve Execution Quality in FX"

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quantstats

Portfolio analytics for quants, written in Python

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Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

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order-book-heatmap

OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.

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OpenBBTerminal

Investment Research for Everyone, Everywhere.

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QuantResearch

Quantitative analysis, strategies and backtests

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filterpy

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

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Kalman-and-Bayesian-Filters-in-Python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

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river

🌊 Online machine learning in Python

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awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

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qf-lib

Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.

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crypto-rl

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

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algorithmic-trading-python

The repository for freeCodeCamp's YouTube course, Algorithmic Trading in Python

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ccapi

A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.

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thetagang

ThetaGang is an IBKR bot for collecting money

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ffn

ffn - a financial function library for Python

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bt

bt - flexible backtesting for Python

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finplot

Performant and effortless finance plotting for Python

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vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

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questdb

An open source time-series database for fast ingest and SQL queries

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blockchain-etl-streaming

Streaming Ethereum and Bitcoin blockchain data to Google Pub/Sub or Postgres in Kubernetes

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FTX_Market_Maker

Simplified FTX Market Maker for personal customization

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trendln

Support and Resistance Trend lines Calculator for Financial Analysis

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mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

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SPX-Gamma-Exposure

Calculates estimate of market maker gamma exposure derived from S&P 500 index options

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SGX-Full-OrderBook-Tick-Data-Trading-Strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

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Windows-10-Toast-Notifications

Python library to display Windows 10 Toast Notifications

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quant-trading

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

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SLM-Lab

Modular Deep Reinforcement Learning framework in PyTorch. Companion library of the book "Foundations of Deep Reinforcement Learning".

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Python-for-Finance-Cookbook

Python for Finance Cookbook, published by Packt

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