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jamesmawm / High-Frequency-Trading-Model-with-IB

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

Python 2,552 677 Updated Jun 21, 2022

Harvard-IACS / 2021-CS109B

Jupyter Notebook 46 76 Updated Oct 26, 2022

pymc-devs / pymc

Bayesian Modeling and Probabilistic Programming in Python

Python 8,786 2,033 Updated Dec 16, 2024