txu2014's repositories

binance_orderflow

Derive order flow from Tick and Trade data.

edgar_analyzer

download, parse, process SEC edgar report. 10-K, 10-K, etc.

Language:PythonLicense:Apache-2.0Stargazers:4Issues:1Issues:0

ActivePortfolioManagement

Example/Notes/Solutions for Active Portfolio Management, by Grinold and Kahn

Language:Jupyter NotebookLicense:MITStargazers:2Issues:2Issues:0

flowrisk

A Python Implementation of Measures for Order Flow Risk, e.g. VPIN

Language:Jupyter NotebookLicense:MITStargazers:1Issues:0Issues:0

alphalens

Performance analysis of predictive (alpha) stock factors

Language:Jupyter NotebookLicense:Apache-2.0Stargazers:0Issues:2Issues:0

artificial-intelligence-for-trading

Content for Udacity's AI in Trading NanoDegree.

Language:Jupyter NotebookStargazers:0Issues:1Issues:0

backtrader

Python Backtesting library for trading strategies

Language:PythonLicense:GPL-3.0Stargazers:0Issues:1Issues:0

binance-public-data

Details on how to get Binance public data

Language:PythonStargazers:0Issues:1Issues:0

bt-ig-store

IG Markets Store for Backtrader

Language:PythonLicense:MITStargazers:0Issues:1Issues:0

ccapi

A header-only C++ library for interacting with crypto exchanges. Binding for Python is provided. A spot market making application is also provided as an end-to-end solution for liquidity providers.

Language:C++License:MITStargazers:0Issues:1Issues:0

CrossSection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

Language:StataLicense:GPL-2.0Stargazers:0Issues:1Issues:0

cryptofeed

Cryptocurrency Exchange Websocket Data Feed Handler

Language:PythonLicense:NOASSERTIONStargazers:0Issues:1Issues:0

freqtrade

Free, open source crypto trading bot

Language:PythonLicense:GPL-3.0Stargazers:0Issues:1Issues:0

Halfrost-Field

✍️ 这里是写博客的地方 —— Halfrost-Field 冰霜之地

Language:Objective-CStargazers:0Issues:1Issues:0

Hands-On-Machine-Learning-for-Algorithmic-Trading

Hands-On Machine Learning for Algorithmic Trading, published by Packt

Language:Jupyter NotebookLicense:MITStargazers:0Issues:1Issues:0

handson-ml2

A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.

Language:Jupyter NotebookLicense:Apache-2.0Stargazers:0Issues:1Issues:0

hftbacktest

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

Language:PythonLicense:MITStargazers:0Issues:0Issues:0

hummingbot

Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain

Language:PythonLicense:Apache-2.0Stargazers:0Issues:1Issues:0

ib_insync

Python sync/async framework for Interactive Brokers API

Language:PythonLicense:BSD-2-ClauseStargazers:0Issues:1Issues:0

ig-markets-api-python-library

A lightweight Python library that can be used to get live data from IG Markets REST and STREAM API with a LIVE or DEMO account

Language:PythonLicense:BSD-3-ClauseStargazers:0Issues:1Issues:0

Lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)

Language:C#License:Apache-2.0Stargazers:0Issues:1Issues:0

materials

Bonus materials, exercises, and example projects for our Python tutorials

Language:Jupyter NotebookLicense:MITStargazers:0Issues:1Issues:0

pair-trading

CS7641 Team project

Language:Jupyter NotebookLicense:Apache-2.0Stargazers:0Issues:0Issues:0

pyfolio

Portfolio and risk analytics in Python

Language:Jupyter NotebookLicense:Apache-2.0Stargazers:0Issues:2Issues:0

qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

Language:PythonLicense:MITStargazers:0Issues:1Issues:0

SEC-EDGAR-text

Text information from US companies' SEC EDGAR electronic filings

Language:PythonLicense:GPL-3.0Stargazers:0Issues:1Issues:0

Tencent2020_Rank1st

The code for 2020 Tencent College Algorithm Contest, and the online result ranks 1st.

Stargazers:0Issues:0Issues:0

trading_calendars

Calendars for various securities exchanges.

Language:PythonLicense:Apache-2.0Stargazers:0Issues:0Issues:0

vnpy

基于Python的开源量化交易平台开发框架

Language:C++License:MITStargazers:0Issues:1Issues:0

zipline

Zipline, a Pythonic Algorithmic Trading Library

Language:PythonLicense:Apache-2.0Stargazers:0Issues:2Issues:0