Alternatives and similar repositories for Backtesting.py-AlgoTrading101:

Users that are interested in Backtesting.py-AlgoTrading101 are comparing it to the libraries listed below

• StockGram / Intelligent-Quantitative-Trading
  Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …
  ☆43Updated 2 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆50Updated 5 years ago
• kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
  ☆17Updated 4 years ago
• quantrocket-codeload / fundamental-factors
  Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.
  ☆11Updated 9 months ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆19Updated 5 years ago
• gregyjames / CAPM
  Capital Asset Pricing Model implementation in python to analyze stock risk and return.
  ☆25Updated 3 years ago
• webn3ewbie / Economic-Data-Terminal
  ☆23Updated 2 years ago
• james-ralph8555 / optionsVisualizer
  Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…
  ☆19Updated last year
• oronimbus / tactical-asset-allocation
  Implements different approaches to tactical and strategic asset allocation
  ☆30Updated last month
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆58Updated last year
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆39Updated 2 years ago
• happydasch / btconfig
  btconfig provides a simple way to initialize a strategy using config files with additional features.
  ☆40Updated 7 months ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆59Updated 6 months ago
• kurupjayesh / Dispersion-Trading-using-Options
  Dispersion Trading using Options
  ☆32Updated 7 years ago
• PierreNowi / cs230-project
  Deep Reinforcement Learning Framework for Factor Investing
  ☆25Updated last year
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆23Updated 2 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated 3 weeks ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated 9 months ago
• Yan1015 / Pairs-Trading-using-Copula
  This project is to apply Copula Function to pair trading strategy both in American stock market.
  ☆25Updated 6 years ago
• quantrocket-codeload / pipeline-tutorial
  In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is …
  ☆10Updated 9 months ago
• Peropero0 / quantitative_finance_playground
  ☆40Updated last month
• FranklinMa810 / Market-Microstructure
  ☆21Updated 5 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆28Updated 10 months ago
• PanPip / research
  Contains all the Jupyter Notebooks used in our research
  ☆15Updated 4 years ago
• Yan1015 / High-frequency-Pairs-trading
  This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…
  ☆18Updated 6 years ago
• Jenniferab32 / OptionAnalysis
  Python Code for Option Analysis
  ☆43Updated 6 years ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆39Updated 3 years ago
• ilchen / options-pricing
  Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…
  ☆24Updated last month