AlainDaccache / QuantropyLinks
Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.
☆173Updated last year
Alternatives and similar repositories for Quantropy
Users that are interested in Quantropy are comparing it to the libraries listed below
Sorting:
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Official Repository☆133Updated 4 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆176Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆50Updated 3 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆193Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆83Updated this week
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 7 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆64Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- Option Calculator using Black-Scholes model and Binomial model☆177Updated 6 years ago
- ☆215Updated 8 years ago
- Macrosynergy Quant Research☆166Updated last week
- The Official Repository of Mastering Financial Pattern Recognition☆156Updated 3 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆277Updated last week
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆131Updated 10 months ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆46Updated 7 years ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆133Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆84Updated last year
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆161Updated 4 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 9 years ago