trade-frame
Wizardry
| trade-frame | Wizardry | |
|---|---|---|
| 14 | 2 | |
| 427 | 39 | |
| - | - | |
| 9.0 | 2.6 | |
| about 1 month ago | almost 3 years ago | |
| C++ | Python | |
| GNU General Public License v3.0 or later | MIT License |
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
-
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 ....
-
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
-
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.
-
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
Wizardry
What are some alternatives?
tvdatafeed - A simple TradingView historical Data Downloader
Python-NSE-Option-Chain-Analyzer - The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain and visually displays the trend in various indicators useful for Technical Analysis.
roq-samples - Example projects demonstrating how to use Roq's C++23 APIs.
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
opentick - A fast tick database for financial timeseries data, built on FoundationDB with simplified SQL layer
ta4j - A Java library for technical analysis.
Krypto-trading-bot - Self-hosted crypto trading bot (automated high frequency market making) written in C++
gym-anytrading - The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)
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.
quantstats - Portfolio analytics for quants, written in Python
moneymanagerex - Money Manager Ex is an easy to use, money management application built with wxWidgets
PyTrader-python-mt4-mt5-trading-api-connector-drag-n-drop - Open Source Trading Strategies & End-to-End solution connecting Metatrader4 & Metatrader5 💹 with Python with a simple drag and drop EA. Fully tested bug free & efficient solution for live & paper trading⭐ Full Documentation ready. Lightweight, efficient and stable implementation 🔥 [UnavailableForLegalReasons - Repository access blocked]