market-making-backtest
Optimization-Python
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| market-making-backtest | Optimization-Python | |
|---|---|---|
| 3 | 1 | |
| 68 | 221 | |
| - | - | |
| 2.7 | 0.0 | |
| 5 months ago | over 2 years ago | |
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| - | MIT License |
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market-making-backtest
- bitcoin algo trading example
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Backtest python algorithm on a second time frame
I was searching for the same thing and found out it's not complicated than what I thought if you can find the data, so I built my own. Check my example if you're interested. https://github.com/nkaz001/market-making-backtest
Optimization-Python
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What is the best DCA Strategy - Part IV (Dynamic DCA)
One approach to this problem is based on the Nobel prize winning Modern Portfolio Theory (MPT). In fact, there we can use pretty simple code available online: https://github.com/tirthajyoti/Optimization-Python/blob/master/Portfolio_optimization.ipynb. There is a one BIG difference between DCA and MPT though. Here, we do not want to do a one-time purchase and try to gain maximum profit. We are looking at a dual problem, where we want to purchase regularly, while aiming maximum accumulation.
What are some alternatives?
OctoBot - Open source crypto trading bot
portfolio_allocation_js - A JavaScript library to allocate and optimize financial portfolios.
fastquant - fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
cocp - Source code for the examples accompanying the paper "Learning convex optimization control policies."
Kelp - Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges
JuMP.jl - Modeling language for Mathematical Optimization (linear, mixed-integer, conic, semidefinite, nonlinear)
sample-trading-bot - Binance Futures Sample Trading Bot
Optimus * 96 - Optimus is a mathematical programming library for Scala.
jesse - An advanced crypto trading bot written in Python
psi4numpy - Combining Psi4 and Numpy for education and development.
BinanceExtensionCPP - An extension for the API of Binance (https://www.binance.com/)
analisis-numerico-computo-cientifico - Análisis numérico y cómputo científico