{"repo":"jialuechen/flowpylib","free":true,"listed":false,"github":"https://github.com/jialuechen/flowpylib","clone":"git clone https://github.com/jialuechen/flowpylib.git","description":"Algo Library for Order Flow Inference and TCA","language":"Python","stars":139,"topics":["algorithmic-trading","price-impact","order-flow","market-microstructure","what-if-analysis","liquidity-provisioin-analytics","simulator","transaction-cost-analytics","bayesian-statistics"],"license":"BSD-2-Clause","category":"trading","readme_excerpt":"FlowPylib: Python Library for Order Flow Inference and Transaction Cost Analytics FlowPylib is a Python package for transaction cost analysis in financial markets, supporting both stock and forex data at the tick level. The library assists traders and market makers by enabling detailed analysis of market data, reconstruction of metaorders, and simulation of order flows. It also provides various visualization tools and a RESTful API to integrate the analytics into your systems. Features - Tick Data Processing: Process high-frequency tick data for stocks and forex. - MetaOrder Reconstruction: Reconstruct realistic metaorders using public tick data as ground truth, enabling offline pre-trade cost estimation and execution optimization. - Bayesian Change-Point Detection: Detect regime shifts in order flow to help market makers adjust quoting skew and manage inventory exposure in real time. - Buy-Side Order Flow Simulation: Simulate buy-side order flow to estimate the number of trades required to detect directional alpha in client order flow. - Rich Visualizations & Reporting: Generate interactive charts and dashboards, including candlestick charts, trade flow visualizations, and summary dashboards. - RESTful API Integration: Run an API server to provide analysis as a service, making it easy to integrate with other systems. - Multi-Source Data Loading: Supports CSV, Excel, SQL, KDB+, and other RDBMS data sources. Installation and Quick Start More Examples Loading Data from Differen","default_branch":null,"files":null,"tree":[],"storefront":"/r/jialuechen","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/jialuechen/flowpylib/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}