gavindiaz/awesome-quant
1
0
Fork 0
mirror of https://github.com/wilsonfreitas/awesome-quant.git synced 2026-07-27 20:07:50 +00:00
Code Issues Packages Projects Releases Wiki Activity

Added PyLOB

Browse Source
This commit is contained in:
Wilson Freitas
2023-03-24 16:45:00 -03:00
committed by GitHub
parent fb67308d45
commit ba949f0366
1 changed files with 1 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
README.md
+1
View File
@@ -131,6 +131,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [fast-trade](https://github.com/jrmeier/fast-trade) - Low code backtesting library utilizing pandas and technical analysis indicators.
- [pysystemtrade](https://github.com/robcarver17/pysystemtrade) - pysystemtrade is the open source version of Robert Carver's backtesting and trading engine that implements systems according to the framework outlined in his book "Systematic Trading", which is further developed on his [blog](https://qoppac.blogspot.com/).
- [pytrendseries](https://github.com/rafa-rod/pytrendseries) - Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
- [PyLOB](https://github.com/DrAshBooth/PyLOB) - Fully functioning fast Limit Order Book written in Python.
### Risk Analysis