tomoyoshki/HFT-strategies
High Frequency Trading strategies.
This project helps quantitative traders and researchers evaluate automated trading strategies. It takes historical market data from IEX, applies various high-frequency trading strategies like Kalman Filter or LSTM, and then generates detailed performance analytics and visualizations. The primary user is a quantitative analyst or high-frequency trader looking to backtest and optimize their trading algorithms.
No commits in the last 6 months.
Use this if you are a quantitative trader or researcher who wants to backtest and analyze various high-frequency trading strategies using historical IEX market data and the Strategy Studio platform.
Not ideal if you are looking for a plug-and-play trading bot or a platform to execute live trades, as this project focuses on backtesting and analysis.
Stars
39
Forks
13
Language
Python
License
—
Category
Last pushed
Dec 16, 2023
Commits (30d)
0
Get this data via API
curl "https://pt-edge.onrender.com/api/v1/quality/ml-frameworks/tomoyoshki/HFT-strategies"
Open to everyone — 100 requests/day, no key needed. Get a free key for 1,000/day.
Higher-rated alternatives
polakowo/vectorbt
⚡️ Lightning-fast backtesting engine to find your trading edge.
asavinov/intelligent-trading-bot
Intelligent Trading Bot: Automatically generating signals and trading based on machine learning...
Drakkar-Software/OctoBot-Script
Quant trading framework by OctoBot. Write, backtest & automate Python trading strategies like...
paperswithbacktest/pwb-toolbox
The toolbox for developing systematic trading strategies. It includes datasets and strategy...
ScottfreeLLC/AlphaPy
Python AutoML for Trading Systems and Sports Betting