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alpha_avellaneda_stoikov

Phd repo

autotrader

A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.

ccxt

A JavaScript / Python / PHP cryptocurrency trading library with support for more than 90 bitcoin/altcoin exchanges

cryptopunks

Collectible 8-bit characters on the Ethereum blockchain.

cryptostore

A scalable storage service for cryptocurrency data

deephedging

Implementation of the vanilla Deep Hedging engine

hftframework

Market making algorithmic trading framework used to test reinforcement learning on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

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.

nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester

pandas-polygon

polars

Fast multi-threaded, hybrid-out-of-core DataFrame library in Rust | Python | Node.js

portfoliolab

PortfolioLab is a python library that enables traders who want to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

research

Notebooks based on financial machine learning.

tlau3128

Config files for my GitHub profile.