trade-frame
MarketDataRec
trade-frame | MarketDataRec | |
---|---|---|
14 | 4 | |
427 | 84 | |
- | - | |
9.0 | 5.1 | |
about 1 month ago | 25 days ago | |
C++ | C | |
GNU General Public License v3.0 or later | - |
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.
trade-frame
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Automated Trading
I might be breaking rule #6, but you could take a look at https://github.com/rburkholder/trade-frame, it knows how to deal with options (pricing & greeks), works with chains, can make entrance / exits based upon underlying, knows some combinations, can take profit, handle stops ....
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What do you use for theta strategy backtesting?
I run https://github.com/rburkholder/trade-frame to collect options data, run it on paper trading, and change algorithms nightly to try new stuff.
- trade-frame: NEW Derivatives and Hedging - star count:316.0
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Can ninja trader handle a ES scalping algo which follows price using a super short time frame or tick by tick?
My code is based upon https://github.com/rburkholder/trade-frame, which is at commit 2439. I have a development repository sitting at commit 3742 with a substantial bit more ES related L2 and option management.
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Option algotrading
What are you using for c++ app? Is there something we could mix together with https://github.com/rburkholder/trade-frame? I have a greeks calculator in there.
- trade-frame: NEW Derivatives and Hedging - star count:227.0
MarketDataRec
What are some alternatives?
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NSE-Stock-Scanner - National Stock Exchange (NSE), India based Stock screener program. Supports Live Data, Swing / Momentum Trading, Intraday Trading, Connect to online brokers as Zerodha Kite, Risk Management, Emotion Control, Screening, Strategies, Backtesting, Automatic Stock Downloading after closing, live free day trading data and much more
roq-samples - Example projects demonstrating how to use Roq's C++23 APIs.
kungfu - Kungfu Trader
opentick - A fast tick database for financial timeseries data, built on FoundationDB with simplified SQL layer
InteractiveBrokers-Algo-Trading-API - Java/MySQL real-time algorithmic trading using Interactive Brokers API
Krypto-trading-bot - Self-hosted crypto trading bot (automated high frequency market making) written in C++
Empyrial - AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理
TOSDataBridge - A collection of resources for pulling real-time streaming data off of TDAmeritrade's ThinkOrSwim(TOS) platform; providing C, C++, Java and Python interfaces.
Wizardry - 💫 Wizardry is an open-source CLI for building powerful algorithmic trading strategies 交易框架
moneymanagerex - Money Manager Ex is an easy to use, money management application built with wxWidgets