AnjayGoel / algorithmic-trading
Python implementation of trading strategies discussed in the book "Algorithmic Trading" By Ernie Chan using data from Indian markets.
☆27Updated 2 years ago
Related projects ⓘ
Alternatives and complementary repositories for algorithmic-trading
- ☆55Updated last year
- This repository contains the python codes as well as data files which have been included in the ML for Trading ebook☆94Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆113Updated 3 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆28Updated 10 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆58Updated 4 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆51Updated 3 months ago
- This repository have pyhton codes used in book - 'Python for Trading on Technical - A step towards systematic trading' by Authour Anjana …☆45Updated 3 years ago
- ☆45Updated last year
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated last year
- ☆72Updated 3 weeks ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆121Updated 8 months ago
- ☆31Updated last year
- Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galor…☆14Updated last year
- ☆35Updated 2 years ago
- A financial trading method using machine learning.☆58Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 6 months ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆55Updated 8 months ago
- The Official Repository of Mastering Financial Pattern Recognition☆129Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆89Updated 11 months ago
- Implements different approaches to tactical and strategic asset allocation☆26Updated last year
- Code and data for my blogs☆92Updated 3 years ago
- ☆37Updated 3 years ago
- Dispersion Trading using Options☆27Updated 7 years ago
- ☆20Updated last year
- Notes on Advances in Financial Machine Learning☆76Updated 5 years ago
- ☆41Updated last year
- Source Codes for "Contrarian Trading Strategies in Python"☆73Updated last year
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆28Updated 4 years ago