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algotrading-example

algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)

apebot

atspy

AtsPy: Automated Time Series Models in Python (by @firmai)

binance-rs

Rust Library for the Binance API

binance-rs-async

Async client for the Binance APIs

bookcode

crypto-crawler-rs

A rock-solid cryptocurrency crawler library.

crypto-rl

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

data-science-portfolio

Data science portfolio - projects, kaggle, course work, tutorials

datagene

DataGene - Identify How Similar TS Datasets Are to One Another (by @firmai)

deltapy

DeltaPy - Tabular Data Augmentation (by @firmai)

feature-engineering-handbook

A practical feature engineering handbook

hands-on-genetic-algorithms-with-python

Hands-On Genetic Algorithms with Python, Published by Packt

hft-price-prediction

A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.

hftbacktest

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

l1datamovementprediction

A multi-label, multi-class classifier for an intra-day L1 order book data of a single security.

legitindicators

Collection of indicators that I used in my strategies.

machine-learning-and-quantitative-analysis

💰Step by steps to explore and analysis the data, build model by utilizing machine learning model or deep learning model, the tools include numpy, pandas,scipy,sklearn,tensorflow etc, or big data analysis with Apache Spark.

moving_min_max

Track minimum or maximum of a sliding window.

nautilus_trader

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

netdata

Real-time performance monitoring, done right! https://www.netdata.cloud

pairstrade-fyp-2019

We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.

pandapy

PandaPy has the speed of NumPy and the usability of Pandas 10x to 50x faster (by @firmai)

pandas-cookbook-second-edition

Pandas Cookbook Second Edition, published by Packt

pgportfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

python-feature-engineering-cookbook

Python Feature Engineering Cookbook, published by Packt

rl_markets

Market Making via Reinforcement Learning

t-1000

:zap: :zap: 𝘋𝘦𝘦𝘱 𝘙𝘓 𝘈𝘭𝘨𝘰𝘵𝘳𝘢𝘥𝘪𝘯𝘨 𝘸𝘪𝘵𝘩 𝘙𝘢𝘺 𝘈𝘗𝘐

tradingplatform

wattnet-fx-trading

WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series