ArturSepp / QuantInvestStrats
Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
☆226Updated this week
Alternatives and similar repositories for QuantInvestStrats:
Users that are interested in QuantInvestStrats are comparing it to the libraries listed below
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆174Updated 11 months ago
- A dockerized Jupyter quant research environment.☆163Updated this week
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆147Updated this week
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆521Updated this week
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆340Updated 9 months ago
- experiments with pair trading☆272Updated last month
- SABR model Python implementation☆467Updated 2 years ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆198Updated 6 years ago
- ☆206Updated 7 years ago
- ☆127Updated last year
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆241Updated 6 years ago
- Option and stock backtester / live trader☆246Updated last month
- Python library for asset pricing☆107Updated 10 months ago
- A Python library for mathematical finance☆399Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆240Updated this week
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆190Updated last year
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆136Updated 7 months ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆376Updated 7 years ago
- Quantitative Finance tools☆501Updated last year
- A collection of homeworks of market microstructure models.☆218Updated 6 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆123Updated last month
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆564Updated this week
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆195Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆158Updated 3 years ago
- algorithmic trading using machine learning☆142Updated this week
- Lightweight Python library for assembling and analysing financial data☆317Updated 3 years ago
- ☆209Updated 11 months ago
- A Python library for evaluating option trading strategies.☆321Updated last month
- Macrosynergy Quant Research☆111Updated this week