AnjayGoel / algorithmic-tradingLinks
Python implementation of trading strategies discussed in the book "Algorithmic Trading" By Ernie Chan using data from Indian markets.
☆42Updated 3 years ago
Alternatives and similar repositories for algorithmic-trading
Users that are interested in algorithmic-trading are comparing it to the libraries listed below
Sorting:
- The Official Repository of Mastering Financial Pattern Recognition☆156Updated 2 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆191Updated last year
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆166Updated last year
- ☆91Updated 2 months ago
- ☆85Updated last year
- ☆65Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆82Updated last year
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆157Updated 4 years ago
- ☆147Updated last year
- ☆77Updated last year
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆52Updated 2 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆191Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆50Updated 3 years ago
- ☆47Updated 2 years ago
- A collection of notebooks I used in my Medium articles.☆142Updated 3 years ago
- ☆47Updated 2 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆172Updated last year
- Implementation of 5-factor Fama French Model☆137Updated 4 years ago
- Algo Trading Research & Documentation☆29Updated 4 months ago
- ☆216Updated 8 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 6 years ago
- Code and data for my blogs☆91Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆136Updated last year
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆36Updated last year
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆41Updated last year
- ☆44Updated 3 years ago
- ☆53Updated 3 years ago
- ☆41Updated 4 years ago