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alpaca-backtrader-api

Alpaca Trading API integrated with backtrader

anvil-pyxll

Bridge between Excel and Anvil applications

backtrader

Python Backtesting library for trading strategies

bdif2016

blog-code-snippets

Code snippets used in tutorials on my blog.

candlestick_retriever

Retrieve all historical candlestick data from crypto exchange Binance and upload it to Kaggle.

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

datascience

Homeworks for How To Win a Data Science Competition course on Coursera

energy_arbitrage_work_sample

example-hftish

Example Order Book Imbalance Algorithm

example-scalping

A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio

fastamericanoptionpricing

Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.

gaussrank

Preparing continuous features for neural networks with GaussRank

high-frequency-trading-model-with-ib

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

hua-zhou_optimization_class

Optimization class

hudson-and-thames-research

Research Repo (Archive)

ipca

Instrumented Principal Components Analysis

itch-order-book

Fast implementation of an ITCH order book

marketstore

DataFrame Server for Financial Timeseries Data

micro_price

miosqp

MIQP solver based on OSQP

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.

momentum-trading-example

An example algorithm for a momentum-based day trading strategy.

optionsuite

Option and stock backtester / live trader