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Tags: Finance and trading
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Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

Trady is a handy library for computing technical indicators, and it targets to be an automated trading system that provides stock data feeding, indicator computing, strategy building and automatic trading. It is built based on .NET Standard 2.0.

  • strategy
  • technical
  • analysis
  • stock

Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence

  • fat-tails
  • finance
  • kurtosis
  • market-simulation