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orens77's Projects

backtrader icon backtrader

Python Backtesting library for trading strategies

catalyst icon catalyst

An Algorithmic Trading Library for Crypto-Assets in Python

cryptofeed icon cryptofeed

Cryptocurrency Exchange Feed Handler with synthetic NBBO

hypatia.jl icon hypatia.jl

interior point solver for general convex conic optimization problems

iextools icon iextools

Provides a client for the web API and a parser for the binary historical data provided by IEX

jumper.jl icon jumper.jl

Julia for Mathematical Programming - extension for Robust Optimization

kf icon kf

Implementation of "Time-varying vector autoregressive models with stochastic volatility" by Kostas Triantafyllopoulos available at arxiv link below

klib icon klib

A standalone and lightweight C library

mpoints icon mpoints

A machine learning tool that implements the class of state-dependent Hawkes processes.

opentrade icon opentrade

An open source OEMS, and intraday algorithmic trading platform in modern C++ for professional quant

optimization.jl icon optimization.jl

Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.

py-hawkes icon py-hawkes

Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawkes processes.

pyhawkes icon pyhawkes

Python framework for inference in Hawkes processes.

pysecmaster icon pysecmaster

An automated system to store and maintain financial data.

pyzm icon pyzm

Python API, Log, Event Server and Memory wrapper for ZoneMinder

stock-analysis-engine icon stock-analysis-engine

Backtest 1000s of minute-by-minute trading algorithms with automated pricing data from: IEX, Yahoo 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

ta icon ta

Technical Analysis Library in Python

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