Pinned Repositories
es2postgres
ElasticSearch to PostgreSQL loader
ib_dl
Historical market data downloader using Interactive Brokers TWS
iqfeed
IQFeed/DTN Downloader
kelly-criterion
Kelly Criterion calculation
mesosim-tracker
Public ✨ Feature and Bug 🐛 Tracker for the MesoSim project
codesloop
Random collection of C++ code
huba-v1
Pairs Trading using Statistical Arbitrage
ib-kafka-bridge
Interactive Brokers API to Kafka bridge
pyalgotrade
Python Algorithmic Trading Library
quantopianlectures
tibkiss's Repositories
tibkiss/huba-v1
Pairs Trading using Statistical Arbitrage
tibkiss/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.
tibkiss/eiten
Statistical and Algorithmic Investing Strategies for Everyone
tibkiss/FinanceHub
Resources for Quantitative Finance
tibkiss/order-matcher
simple matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders
tibkiss/QuantMath
Financial maths library for risk-neutral pricing and risk
tibkiss/quantstats
Portfolio analytics for quants, written in Python
tibkiss/StatArbProject
Statistical Arbitrage trading algorithm for QuantConnect. Main ideas taken from "Pairs Trading Evaluation of profitability and risks on the Swedish stock market" (http://lup.lub.lu.se/luur/download?func=downloadFile&recordOId=7370318&fileOId=7370368).
tibkiss/TuringTrader
The Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
tibkiss/volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
tibkiss/areweextendingyet.github.io
Are we extending other languages yet? (FFI)
tibkiss/Awesome-Black-Friday-Cyber-Monday
Awesome deals on Black Friday: Apps, SaaS, Books, Courses, etc.
tibkiss/awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
tibkiss/BlazorSimpleSurvey
Blazor Simple Survey
tibkiss/clikit
CliKit is a group of utilities to build beautiful and testable command line interfaces.
tibkiss/docker-remote-desktop
Docker image for Remote Desktop server with audio support
tibkiss/docker-wine
Docker image that includes Wine and Winetricks for running Windows applications on Linux and macOS
tibkiss/envtpl
Render jinja2 templates on the command line with shell environment variables
tibkiss/KfPairs
tibkiss/kong-lua-sandbox
A lua sandbox for executing non-trusted code
tibkiss/mixture_model_trading_public
tibkiss/ntp_exporter
Prometheus exporter for NTP offset/stratum of a client
tibkiss/poptions
Custom Python code for calculating the Probability of Profit (POP) for options trading strategies using Monte Carlo Simulations. The Monte Carlo Simulation runs thousands of individual stock price simulations and uses the data from these simulations to average out a POP number.
tibkiss/ratecounter
A Thread-Safe RateCounter implementation in Golang
tibkiss/redtide
For compiling financial data and stock prices, Robinhood API, tradebot... etc
tibkiss/tibkiss
it's me
tibkiss/timescaledb-kubernetes
Configuration and Documentation to run TimescaleDB in your Kubernetes cluster
tibkiss/tseries-patterns
trend / momentum and other patterns in financial timeseries
tibkiss/usql
Universal command-line interface for SQL databases
tibkiss/websocat
Command-line client for WebSockets, like netcat (or curl) for ws:// with advanced socat-like functions