Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
updated at May 10, 2024, 10:33 p.m.
Analysis of High Frequency Trading on Bitcoin exchanges
updated at May 10, 2024, 10:31 p.m.
A stock trading bot powered by Trump tweets
updated at May 10, 2024, 8:21 p.m.
Common financial technical indicators implemented in Pandas.
updated at May 10, 2024, 10:33 a.m.
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
updated at May 10, 2024, 10:31 a.m.
Mostly experiments based on "Advances in financial machine learning" book
updated at May 10, 2024, 7:33 a.m.
Javascript SDK for trading on cryptocurrency exchanges like FTX, OKX, Bybit, and more. Supports API data feeds and WebSocket. Built by the Compendium Team.
updated at May 9, 2024, 2:17 p.m.
Tulip Node is the official node.js wrapper for Tulip Indicators. It provides over 100 technical analysis overlay and indicator functions.
updated at May 9, 2024, 9:31 a.m.
A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep reinforcement learning algorithms to stock trading in a highly modular and scalable framework.
updated at May 9, 2024, 8:03 a.m.
Sources codes for: Mastering Python for Finance, Second Edition
updated at May 8, 2024, 1:02 a.m.
Python module to get stock data from Yahoo! Finance
updated at May 7, 2024, 10:32 p.m.
Common financial risk and performance metrics. Used by zipline and pyfolio.
updated at May 7, 2024, 2:28 p.m.
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
updated at May 7, 2024, 2:26 a.m.
ML powered analytics engine for outlier detection and root cause analysis.
updated at May 6, 2024, 9:40 a.m.