lopatin

lopatin's Stars

• zombie-einstein/bourse

  Rust Market Simulation Library with a Python API

  Language:Rust191

• JJJerome/rl4mm

  A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make markets.

  Language:Python267

• JJJerome/mbt_gym

  mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-frequency trading problems such as market-making and optimal execution. The module is set up in an extensible way to allow the combination of different aspects of different models. It supports highly efficient implementations of vectorized environments to allow faster training of RL agents.

  Language:HTML14240

• austin-starks/NextTrade

  A system that performs algorithmic trading

  Language:TypeScript1k174

• mljar/mljar-supervised

  Python package for AutoML on Tabular Data with Feature Engineering, Hyper-Parameters Tuning, Explanations and Automatic Documentation

  Language:Python3k401

• benleov/parquet-resultset

  The parquet-resultset library can be used to convert standard sql result sets into parquet.

  Language:Java177

• quantverse/ptltrader

  Trade your pair trading strategy portfolios automatically.

  Language:Java195

• pykalman/pykalman

  Kalman Filter, Smoother, and EM Algorithm for Python

  Language:Python1k356

• nautechsystems/nautilus_trader

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

  Language:Python2k449

• OpenBB-finance/OpenBB

  Investment Research for Everyone, Everywhere.

  Language:Python30.1k2.8k

• mberk/shin

  Python implementation of Shin's method for calculating implied probabilities from bookmaker odds

  Language:Python7910

• samuelsimoes/chrome-extension-webpack-boilerplate

  A basic foundation boilerplate for rich Chrome Extensions using Webpack to help you write modular and modern Javascript code, load CSS easily and automatic reload the browser on code changes.

  Language:JavaScript1.7k347

• ElAlev/Wayeb

  Wayeb is a Complex Event Processing and Forecasting (CEP/F) engine written in Scala.

  Language:Scala1507

• tradytics/eiten

  Statistical and Algorithmic Investing Strategies for Everyone

  Language:Python2.7k323

• IETS3/iets3.opensource

  Open Source Parts of IETS3

  Language:JetBrains MPS4221

• ranaroussi/quantstats

  Portfolio analytics for quants, written in Python

  Language:Python4.8k834

• hashicorp-guides/nomad-spark

  Integration Guide for running Spark on top of Nomad

  Language:Shell1

• jgoodman8/zeppelin-spark-standalone-cluster

  Intructions and docker-compose to use Apache Zeppelin integrated with an standalone cluster

  46

• AntonVonGolub/Code

  Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''

  Language:Java11183

• scalafx/scalafx-hello-world

  Simple example of a ScalaFX application

  Language:Scala3116

• sarahgerweck/scalafx-utils

  ScalaFX Utilities

  Language:Scala113

• sumeet70/aiex

  Apache Ignite Extensions

  Language:CSS4619

• jheusser/vpin

  Volume-Synchronized Probability of Informed Trading

  Language:Python10249

• seanlaff/simple-streaming-datasource

  End-to-end Grafana streaming datasource example

  Language:JavaScript29317

• alvinj/PlayFrameworkLoginAuthenticationExample

  An example Play Framework project that shows how to implement login authentication

  Language:Scala2412

• ta4j/ta4j

  A Java library for technical analysis.

  Language:Java2k710

• shadaj/slinky

  Write Scala.js React apps just like you would in ES6

  Language:Scala65257

• StockSharp/StockSharp

  Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).

  Language:C#7.1k1.7k

• lukstei/trading-backtest

  A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

  Language:Java320139

• feuGeneA/gdax-orderbook-hpp

  An in-memory copy of the order book on the GDAX cryptocurrency exchange, updated in real time via WebSocket feed, exposed in a thread-safe and lock-free data structure.

  Language:C++406