Lean
rl-trading
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| Lean | rl-trading | |
|---|---|---|
| 25 | 1 | |
| 8,633 | 4 | |
| 1.6% | - | |
| 9.7 | 0.0 | |
| 7 days ago | over 3 years ago | |
| C# | Jupyter Notebook | |
| Apache License 2.0 | - |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
Lean
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What Happened to Quantconnect?
6.) You cant maximize position size of spread options strategies, LEAN always assumes naked margin first and ON THE NEXT DATA FRAME - you get your reg-t margin for spreads. https://github.com/QuantConnect/Lean/issues/5693 We're running into 2 years of this issue being reported.
- Thoughts on QuantConnect?
- IBKR implementation of ALMA indicator
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Backtesting Engines for Testing Intraday Data on Thousands of Symbols Simultaneously
Thanks. I will check it out. Can you point me to the right part of the codebase I should be looking at? I know it must be somewhere here - https://github.com/QuantConnect/Lean
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Quantconnect - Backtest script that accepts multiple dropbox links, creates portfolio, and rebalances on predefined dates, advice?
They have nice documentation on their website for how to download/import external data, though. They even have GitHub examples that pull data from Dropbox.
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Problem with QuantConnect Package on Local IDE
Here is an example https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/DropboxUniverseSelectionAlgorithm.py
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Exportable quote database for simulations?
There's also the open-source lean.io stuff by QuantConnect which looks decent and comes with data. It's pretty inexpensive too.
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Rant about candles
I can plot OHCL lines, I can plot OHCL scatter points on the chart, why can't I plot candles? It's just those scatter points put together. This thing has been going on for 8 YEARS.
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How has your experience been with QuantConnect? Would you invest in the company?
Here's a link to one of the strategy examples from the QC team that does this -- loading a universe from an external source. https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/DropboxCoarseFineAlgorithm.py
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What's the best platform to backtest a large amount of 1m data using a simple volume-based strategy ? TradingView provides a minimal amount of candles in the 1m chart to backtest on and I need to test it further.
+1 see https://github.com/QuantConnect/Lean
rl-trading
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Recruiters representing Citadel has been aggressively attempting to recruit me as a software developer since mid November, offering to pay $100-150k more than the median for early/mid career developers
In the summer, I did something somewhat similar to what OP suggests above. Here's a link to the corresponding Github repository.
What are some alternatives?
StockSharp - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
alphalens - Performance analysis of predictive (alpha) stock factors
backtrader - Python Backtesting library for trading strategies
nn - 🧑🏫 60 Implementations/tutorials of deep learning papers with side-by-side notes 📝; including transformers (original, xl, switch, feedback, vit, ...), optimizers (adam, adabelief, sophia, ...), gans(cyclegan, stylegan2, ...), 🎮 reinforcement learning (ppo, dqn), capsnet, distillation, ... 🧠
finnhub-dotnet - A .NET client for Finnhub API
Practical_RL - A course in reinforcement learning in the wild
finta - Common financial technical indicators implemented in Pandas.
alpha-zero-general - A clean implementation based on AlphaZero for any game in any framework + tutorial + Othello/Gobang/TicTacToe/Connect4 and more
TTM - # TTM Stock squeeze detection based on bollinger + keltner channels. Detects which stocks are out after bollinger is inside keltner channel.
Deep-Learning-Computer-Vision - My assignment solutions for Stanford’s CS231n (CNNs for Visual Recognition) and Michigan’s EECS 498-007/598-005 (Deep Learning for Computer Vision), version 2020.
algotrading-example - algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
documentation - This repository contains the documentation for the current Quantiacs project. Check it out at: https://quantiacs.com/documentation/en/