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als

Autocovariance Least-Squares (ALS) Package

ib-tws-multicharts-trading

MC全球交易解决方案--(附关于multicharts串接IB-TWS事宜)

intradaymodel

Modeling of intraday volatility and volume in financial markets

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.

kalman-filter-volatility-forecast

Sample code that shows how to forecast stock market volatility using a Kalman filter

marss

Multivariate Autoregressive State-Space Modeling with R

mcrunner

Library that allows running of MultiChart .NET strategies

mfll

Use fuzzy logic control with PL/EL in MultiCharts

ml-trading-book

This repository contains the python codes as well as data files which have been included in the ML for Trading ebook

models-for-intraday-trading-volume-prediction

msta

Multi Strategy Trading Algorithm

multicharts-powerlanguage

FinTech

multicharts_dll

An example to demo how to program a dll for MultiCharts

openalgo

:chart: openAlgo is a public repository for various work product relavant to algorithms and the high frequency low latency electronic trading space with a bias toward market microstructure as well as exchange traded futures and options.

plstudiesproxy

Drop-in replacement for MultiChart .NET's PLStudiesProxy.dll

quant-finance-lectures

Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.

stock-prediction-using-kalman-in-python

stocker

Use crawler to retrieve financial information of TWSE and use Flask to set up restful API to stored and get data into the database

test

Test

trading-calendar

REST API with over 50+ unique exchange calendars for global equity and futures markets.