AnjayGoel / algorithmic-tradingLinks
Python implementation of trading strategies discussed in the book "Algorithmic Trading" By Ernie Chan using data from Indian markets.
☆40Updated 2 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:
- ☆64Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆143Updated 4 years ago
- ☆84Updated 4 months ago
- ☆142Updated last year
- The Official Repository of Mastering Financial Pattern Recognition☆148Updated 2 years ago
- ☆81Updated 8 months ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆67Updated 4 years ago
- ☆75Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆187Updated last year
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆17Updated last year
- ☆23Updated 7 months ago
- Andreas Clenow - Stocks on the Move☆37Updated 2 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆173Updated 2 years ago
- ☆42Updated 2 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆147Updated last year
- Code and data for my blogs☆91Updated 4 years ago
- Implements different approaches to tactical and strategic asset allocation☆38Updated 7 months ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆33Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 5 years ago
- ☆214Updated 7 years ago
- ☆79Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Original source code for Quantitative Trading Strategies Using Python☆67Updated last year
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆44Updated 5 years ago
- daily stock screening by using Mark Minervini's volatility contraction pattern detection, stage 2 template searching and news sentiment a…☆77Updated 2 months ago
- CS7641 Team project☆96Updated 5 years ago
- ☆156Updated last year
- Official Repository☆126Updated 3 years ago