AlainDaccache / Quantropy
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.
☆145Updated 7 months ago
Alternatives and similar repositories for Quantropy:
Users that are interested in Quantropy are comparing it to the libraries listed below
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 7 months ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆117Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆129Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆162Updated 3 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆124Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆123Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆157Updated 5 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- ☆210Updated 7 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- CS7641 Team project☆93Updated 4 years ago
- A financial trading method using machine learning.☆60Updated last year
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆96Updated 3 weeks ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆85Updated 4 years ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆52Updated 2 years ago
- ☆58Updated last year
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆128Updated 4 years ago
- Quantamental finance research with python☆145Updated 2 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆65Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Code and data for my blogs☆92Updated 4 years ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆75Updated 8 months ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆73Updated 3 years ago
- ☆35Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year