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
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆26Updated 2 years ago
- ☆36Updated 2 years ago
- Portfolio optimization with cvxopt☆37Updated 2 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 7 months ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- Research Repo (Archive)☆72Updated 4 years ago
- ☆39Updated 3 years ago
- Design your own Trading Strategy☆36Updated last year
- ☆58Updated last year
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- A financial trading method using machine learning.☆60Updated last year
- Developing a trend following model using futures☆31Updated last year
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆45Updated 4 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
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 2 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆18Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆16Updated 3 years ago
- Implements different approaches to tactical and strategic asset allocation☆31Updated 3 months ago
- Time Series Prediction of Volume in LOB☆56Updated 11 months ago
- ☆27Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆54Updated last year
- • 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
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆76Updated 2 years 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
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 2 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆33Updated 4 years ago