A python library for computing technical analysis indicators on streaming data.

Order Flow Ticks, Volume/TPO Profile, Weis & Wyckoff System and more for Python with mplfinance/plotly!

Volume Weighted Average Price (VWAP) Indicators for Backtrader

Parser for NASDAQ ITCH 5.0.

An algorithm that intelligently executes a crypto order over time via Coinbase

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.

This repo concentrates all of my work about the simple vwap strategy for freqtrade france

EMA-VWAP crossover trading strategy in Python

Quantitative trading indicators for Python. Anchored VWAP and Value at Risk with 4 calculation methods.

Real time VWAP (volume-weighted average price) calculation engine for cryptocurrency prices.

Real-world validation of RL execution strategies using historical market data. Backtesting framework for PPO+DQN agents with walk-forward validation, regime analysis, and industry-standard benchmarks (VWAP/TWAP). Built with Alpaca API for market data.

Pivoted Wvap with rolling weigthed std dev bands per day utc

Real-time market microstructure analyser, live Binance WebSocket feed, OBI alpha signal, PIN flow toxicity, sqrt price impact model, VWAP. Built for HFT research.

📊 Extract 30+ trading metrics (CVD, VWAP, Imbalance, Exhaustion, Large Trades) from Bybit BTC/USDT order book and trade data. Built with Polars for 10x speed. Kaggle-ready pipeline processes 245 days in 4-5 hours.

Python VWAP calculator for NSE/BSE stocks with standard deviation bands and anchored VWAP

Momentum Intraday trading in Vietnamese Market

📈 VWAP Trading Bot — Algorithmic trading strategies

A Selenium webscraper script that fetches historical share values for a company and calculates its 90 day VWAP.

An automated trading bot for Indian stock market (NSE) using VWAP + RSI and OHL Strategy .