AnjayGoel / algorithmic-tradingLinks
Python implementation of trading strategies discussed in the book "Algorithmic Trading" By Ernie Chan using data from Indian markets.
☆43Updated 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☆157Updated 3 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆86Updated this week
- ☆77Updated last year
- ☆86Updated last year
- ☆95Updated 3 months ago
- ☆65Updated 2 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆172Updated last year
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆163Updated 4 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆196Updated last year
- Official Repository☆133Updated 4 years ago
- ☆52Updated 2 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆193Updated 2 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- ☆53Updated 3 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆22Updated last year
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆174Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆51Updated 3 years ago
- ☆152Updated 2 years ago
- ☆215Updated 8 years ago
- ☆27Updated 6 months ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆55Updated 2 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- ☆41Updated 4 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Updated 2 years ago
- ☆83Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- volatility arbitrage in Heston model☆67Updated 10 months ago
- Options Trader written in Python based off the ib_insync library.☆64Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆141Updated last year