0xRobWatson / Quant-Trading-Strategy-Backtesting-FrameworkLinks
Framework for backtesting quantitative trading strategies, allowing easy data visualisation, performance comparison and analysis.
☆10Updated last year
Alternatives and similar repositories for Quant-Trading-Strategy-Backtesting-Framework
Users that are interested in Quant-Trading-Strategy-Backtesting-Framework are comparing it to the libraries listed below
Sorting:
- Automating the collection and analysis of historical stock data using python, and sending the user a report of their analysis by email.☆15Updated 5 years ago
- ☆11Updated 5 years ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆20Updated 6 years ago
- Exploratory analysis, visualization of stock market data along with predictions made on it using different techniques.☆38Updated 2 years ago
- Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV☆14Updated 2 years ago
- Cycle Analytics for Traders - MQL5 Indicators - John F. Ehlers☆16Updated 3 years ago
- generic project files☆39Updated 9 years ago
- Machine Learning for Quantitative Finance☆24Updated 7 years ago
- A python script that estimates the support and resistance lines of a stock's prices over a time period☆76Updated 5 years ago
- A stock market back-tester for algorithmic trading built in Python.☆17Updated 8 years ago
- Artificial Intelligence for Trading☆66Updated 3 years ago
- A library of quantiative algorithms for algorithmic trading implemented with Python☆93Updated 4 years ago
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆59Updated 7 years ago
- Deep Q-Learning Applied to Algorithmic Trading☆28Updated 7 months ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆64Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆85Updated 2 weeks ago
- Python for Portfolio Optimization: The Ascent! First working lessons to ascend the hilly terrain of Portfolio Optimization in seven strid…☆90Updated 5 years ago
- How to make simple market profile charts in seaborn.☆13Updated 7 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆86Updated 3 years ago
- Code to find the best stocks for algo-trading.☆16Updated 5 years ago
- A collection of my quantopian learnings, trying to use everything locally and with updated code which works in 2020.☆35Updated 4 years ago
- Code repo for learning algorithmic trading☆71Updated last month
- Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate …☆28Updated 8 years ago
- Traditionally, volatility is modeled using parametric models. This project focuses on predicting EUR/USD volatility using more flexible, …☆28Updated 4 years ago
- Predictive algorithm for forecasting the mexican stock exchange. Machine Learning approach to forecast price and Indicator behaviours of …☆39Updated 3 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆31Updated 5 years ago
- Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…☆48Updated 8 years ago
- A Streamlit based application to predict future Stock Price and pipeline to let anyone train their own multiple Machine Learning models o…☆96Updated last year
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆124Updated 5 years ago
- An attempt to determine the direction of crypto asset price movement based on selected market information as well as to identify if there…☆14Updated 3 years ago