Aljgutier / Pyquant
Pyquant - Python modules and notebooks for stock market predictive analytics, machine learning, financial transformations and joins, plotting stock time-series and sub-plots, and deriving market cycles from basic stock market data.
☆38Updated 2 years ago
Alternatives and similar repositories for Pyquant:
Users that are interested in Pyquant are comparing it to the libraries listed below
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 8 months ago
- ☆58Updated 2 years ago
- ☆36Updated 2 years ago
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆26Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 11 months ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆22Updated 3 months ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆46Updated last year
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 2 years ago
- ☆35Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- Portfolio optimization with cvxopt☆37Updated 2 months 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
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- ☆22Updated 2 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆56Updated 5 years ago
- ☆39Updated 3 years ago
- Real-time & historical data API for US stocks and options☆60Updated 9 months ago
- Source Codes for "Contrarian Trading Strategies in Python"☆76Updated 2 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
- Time Series Prediction of Volume in LOB☆57Updated 11 months ago
- ☆20Updated 2 years ago
- By means of stochastic volatility models☆43Updated 5 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- ☆35Updated 7 years ago
- Developing a trend following model using futures☆31Updated last year
- Implements different approaches to tactical and strategic asset allocation☆31Updated 3 months ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆15Updated 4 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆34Updated last year