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event_driven_algo_trading_framework_with_strategies_implementation_and_hyperparameter_optimization

Unfinished: Completed Algo Trading Framework with Strategies Implementatio and Machine Learning Interface for Hyperparameters or Hybrid Trading Strategies

event_driven_backtester

event_driven_development_rabbitmq

event_driven_microservices_python

Event driven microservice architecture - Python Flask Docker RabbitMQ React

event_driven_postgres

event_driven_stock_prediction_sample

A python application that uses pre-trained weights of a FF Neural Network to predict the probability of a stock having a higher closing price the next day.

eventservice

Microservice for operations with events data

eventsourcing

A library for event sourcing in Python.

eventz

Django 3.2 Rest API

everlasting_option_analysis

everything

evkit

A library for SEC data extraction, equity valuation, discovery of mispriced stocks

evolution-strategies-starter

Code for the paper "Evolution Strategies as a Scalable Alternative to Reinforcement Learning"

evolutionary-trading-strategies

This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strategies) are considered as functions of historical price data, outputting a position allocation. Strategy fitness evaluation is computed by simulating the strategy over historical financial data. Because financial investment requires a fundamental tradeoff between risk and return, strategies are evaluated on multi-objective fitness functions depending on profit and maximum drawdown of the strategy and ranging from very risk-prone to very risk-averse. The population of individual strategies is evolved using tournament selection, single-point crossover, and random mutation as evolutionary operators. Strategies with the best fitness at any stage in the evolutionary process are recorded in a ‘hall-of-fame’. At the end of the evolutionary process, strategies in the ‘hall-of-fame’ are evaluated over a set of test data and selected based on a train-test criterion which penalizes strategies that do not generalize well.

evotrading

Trading agents with evolved rules for buying and selling stocks

evtrader

Automated Cryptocurrency Trading Application

example-docker-swarm

hedrogen/docker-fastapi-image

example-hftish

Example Order Book Imbalance Algorithm - HFT

example-portfolio-manager

Simple portfolio management script in python

example-scalping

A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio

example-strategies

mean reversion backtrader Bollinger Bands mean-reverting

example.datalibrary.python

Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python

exampletestingjupyternotebookscript

exc_x

An exchange browser. Includes TradingView chart. Includes an unreal bank account.

exchange-core

Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.

exchange-websockets-c10k

test websockets of exchange(i.e huobipro binance okex), python3 asyncio and aiohttp

exchange_rates_service

FastAPI microservice learning project

exchangeportfolioapi

Simple API for custom investing portfolio watch list.

execute-intraday

it will execute the intraday trades based on my daily instruction

execution-server

airflow order execution