11bblandin / quantfiction
Notebooks and stuff from quantfiction.com
☆37Updated 4 years ago
Alternatives and similar repositories for quantfiction:
Users that are interested in quantfiction are comparing it to the libraries listed below
- ☆45Updated 7 years ago
- ☆24Updated 6 years ago
- ☆72Updated 2 years ago
- ☆36Updated 4 years ago
- ☆27Updated 6 years ago
- ☆35Updated 3 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 8 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 7 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 10 months ago
- ☆28Updated 7 years ago
- ☆35Updated 7 years ago
- ☆25Updated 7 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 2 years ago
- ☆44Updated 9 months ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Financial security modelling with Python and QuantLib☆34Updated 10 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆26Updated last week
- tpqps is a wrapper package for the streaming API of Plotly.☆11Updated 5 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 4 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- ☆36Updated 6 years ago
- ☆53Updated 8 months ago