11bblandin / quantfictionLinks
Notebooks and stuff from quantfiction.com
☆37Updated 5 years ago
Alternatives and similar repositories for quantfiction
Users that are interested in quantfiction are comparing it to the libraries listed below
Sorting:
- ☆74Updated 3 years ago
- ☆45Updated 8 years ago
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- ☆27Updated 6 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 years ago
- ☆25Updated 8 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- ☆41Updated 4 years ago
- ☆36Updated 8 years ago
- Kelly Criterion calculation☆106Updated 3 years ago
- portfolio construction and quantitative analysis☆144Updated 10 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 8 years ago
- ☆25Updated 7 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆158Updated 4 years ago
- Compute VIX and related volatility indices☆108Updated last year
- Asynchronous financial data management☆21Updated 8 years ago
- ☆27Updated 8 years ago
- ☆106Updated 8 years ago
- Repository for teachings on Quant Finance☆49Updated 6 years ago
- Contains the code for my financial machine learning articles☆50Updated 5 years ago
- ☆67Updated 2 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- ☆44Updated last year