#Vwap
Showing 5 of 5 repositories tagged #vwap, ranked by stars
A python library for computing technical analysis indicators on streaming data.
High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay, spread/imbalance/impact analytics, and backtesting of VWAP, TWAP, POV, and market-making strategies with reproducible PnL and risk metrics.
Exploratory analysis, visualization of stock market data along with predictions made on it using different techniques.
Volume Weighted Average Price (VWAP) Indicators for Backtrader
open-source framework for building and deploying high-frequency trading bots using Python. It provides a low-latency, modular system for running sophisticated strategies like VWAP and arbitrage across multiple exchanges.