vroomzel's repositories
tdameritrade
Python interface to TD Ameritrade (https://developer.tdameritrade.com)
alpaca-backtrader-api
Alpaca Trading API integrated with backtrader
backtrader
Python Backtesting library for trading strategies
catboost
A fast, scalable, high performance Gradient Boosting on Decision Trees library, used for ranking, classification, regression and other machine learning tasks for Python, R, Java, C++. Supports computation on CPU and GPU.
ccxt
A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges
ClickHouse
ClickHouse® is a free analytics DBMS for big data
clickhouse-odbc
ODBC driver for ClickHouse
codpy_alpha
codpy public version
cryptofeed
Cryptocurrency Exchange Websocket Data Feed Handler
cvxportfolio
Portfolio optimization and simulation in Python
example-hftish
Example Order Book Imbalance Algorithm
example-scalping
A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio
Hua-Zhou_optimization_class
Optimization class
ipca
Instrumented Principal Components Analysis
marketstore
DataFrame Server for Financial Timeseries Data
miosqp
MIQP solver based on OSQP
OptionSuite
Option and stock backtester / live trader
osqp-python
Python interface for OSQP
osqpth
The differentiable OSQP solver layer for PyTorch
pymarketstore
Python driver for MarketStore
Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
SeparableOptimization.jl
A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.
sktime-workshop-pydata-london-2022
PyData London 2022 sktime workshop
streamlit-aggrid
Implementation of Ag-Grid component for Streamlit
streamlit-aggrid-examples
Examples Repository for streamlit-aggrid
tutorials
CatBoost tutorials repository
vectorbt
Ultimate Python library for time series analysis and backtesting at speed and scale
VolatilityIsMostlyPathDependent
Code for the paper Volatility is (mostly) path-dependent