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tick_mean_reversion

tick价差套利（参考vnpy网友资料、vnpy论坛资料、windquant）： 1、按被动腿时间戳对齐 2、profile函数展示（需要py3） 3、平稳性检验 4、对冲手数计算 5、2sigma开仓，3sigma止损(或者赌价差扩散？)6、连续止损后cool down一段时间

time-series-forecasting-with-python

A use-case focused tutorial for time series forecasting with python

time-series-segmentation-and-similarity-matching

This is the code for segmenting time series using Turning Points algorithm and noting the effect of segmentation on time series similarity matching.

tr8dr.github.io

Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets

trading-strategy-label-prediciton

Predicts up or down of a stock depending on the past few days of returns

tradovate

This is a collection of example projects to get you started with the Tradovate API using Python.

tradovate-python-client

This library makes it easy to make trades with the Tradovate API using Python!

tradovate-trading-bot

Bot Trading on Tradovate

tradovatepy

Python wrapper for the Tradovate API

treasuryfuturetrading

A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change

trendbreakerpl_pso_backtrader

Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.

tseries-patterns

trend / momentum and other patterns in financial timeseries

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