trading
About Code release for "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting" (NeurIPS 2021), https://arxiv.org/abs/2106.13008
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
Hurst exponent evaluation and R/S-analysis in Python
Feature Engineering and Feature Importance in Machine Learning for Financial Markets
A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.