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Download historical stock market data from Yahoo Finance. Exposes stock, commodity, futures, currency (FX), mutual fund, and ETF prices, stock fundamental, summary data , and options data.
A collection of resources on wait-free and lock-free programming
This repository contains a collection of resources and papers on Diffusion Models for RL, accompanying the paper "Diffusion Models for Reinforcement Learning: A Survey"
A high-frequency trading and market-making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and o…
A fast multi-producer, multi-consumer lock-free concurrent queue for C++11
A Julia package for classical orthogonal polynomials and expansions
Legendre polynomials and associated Legendre polynomials computed using 3-term recursions
Algorithms to build Support and Resistance Lines in Financial Series
Python client for QuestDB InfluxDB Line Protocol
QuestDB is a high performance, open-source, time-series database
A scalable storage service for cryptocurrency data
Automation of Interactive Brokers TWS. You can download the latest release here: https://github.com/ibcalpha/ibc/releases/latest
Current and Historical Lists of S&P 500 components since 1996
A fast tick database for financial timeseries data, built on FoundationDB with simplified SQL layer
Python wrapper for TA-Lib (http://ta-lib.org/).
FIX library generated with C++ PreProcessor to be used in latency sensitive context.
Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)
low latency, high throughput load balancer for real time stock market trade feed (using polygon.io websocket API)
Stock pattern recognition of cup and handle patterns
🎓 Path to a free self-taught education in Computer Science!
To analyse Cup and Handle Pattern for US Stocks
The code used for the article "Interactive Brokers Python API (Native) – A Step-by-step Guide" on the AlgoTrading101 Blog