Pinned Repositories
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
algobox
Open Source algorithmic trading platform in Java / Python
auto_ml
Automated machine learning for analytics & production
backtrader
Python Backtesting library for trading strategies
catalyst
An Algorithmic Trading Library for Crypto-Assets in Python
EliteQuant_Python
Python quantitative trading and investment platform; Python3 based multi-threading, concurrent high-frequency trading platform that provides consistent backtest and live trading solutions. It follows modern design patterns such as event-driven, server/client architect, and loosely-coupled robust distributed system. It follows the same structure and performance metrix as other EliteQuant product line, which makes it easier to share with traders using other languages.
pysystemtrade
Systematic Trading in python
oldrichsmejkal's Repositories
oldrichsmejkal/hackerskeyboard
Hacker's Keyboard + APL & BQN language input
oldrichsmejkal/Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
oldrichsmejkal/arch
ARCH models in Python
oldrichsmejkal/atlas
Machine learning workflow for use with the Gryphon Framework based on Tensorflow
oldrichsmejkal/awesome-systematic-trading
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
oldrichsmejkal/blankly
🚀 💸 Easily build, backtest and deploy your algo in just a few lines of code. Trade stocks, cryptos, and forex across exchanges w/ one package.
oldrichsmejkal/bonsai-dt
Programmable Decision Tree Framework
oldrichsmejkal/crypto-price-analysis
Jupyter notebooks that analyse crypto price data
oldrichsmejkal/crypto-rl
Deep Reinforcement Learning toolkit: record and replay limit order book data & train a DDQN agent
oldrichsmejkal/cryptofeed
Cryptocurrency Feed Handler with synthetic NBBO
oldrichsmejkal/cryptostore
A storage engine for cryptocurrency data
oldrichsmejkal/cvxportfolio
Portfolio optimization and simulation in Python
oldrichsmejkal/FTX-spot-future-arbitrage
oldrichsmejkal/gryphon
Powerful, proven, and extensible framework for building trading strategies at any frequency, with a focus on crypto currencies. Battle-tested with billions traded.
oldrichsmejkal/Lean
Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)
oldrichsmejkal/LP-Option-Hedging
A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.
oldrichsmejkal/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.
oldrichsmejkal/mmr
Python based algorithmic trading platform for Interactive Brokers
oldrichsmejkal/OctoBot
Cryptocurrency trading bot: high frequency, daily trading, social trading, ...
oldrichsmejkal/pandas
Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more
oldrichsmejkal/pystore
Fast data store for Pandas time-series data
oldrichsmejkal/python-diskcache
Python disk-backed cache (Django-compatible). Faster than Redis and Memcached. Pure-Python.
oldrichsmejkal/quant-reseach
Augmento sentiment data quickstart and research
oldrichsmejkal/quantr
Created with StackBlitz ⚡️
oldrichsmejkal/quantr2
Created with StackBlitz ⚡️
oldrichsmejkal/research_public
Quantitative research and educational materials
oldrichsmejkal/Riskfolio-Lib
Riskfolio-Lib is a library for making quantitative strategic asset allocation or portfolio optimization in Python.
oldrichsmejkal/stock-analysis-engine
Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/
oldrichsmejkal/tensortrade
An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.
oldrichsmejkal/universal-portfolios
Collection of algorithms for online portfolio selection