ArturSepp / QuantInvestStrats
Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
☆305Updated this week
Alternatives and similar repositories for QuantInvestStrats:
Users that are interested in QuantInvestStrats are comparing it to the libraries listed below
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆382Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆568Updated this week
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆181Updated last year
- experiments with pair trading☆287Updated 4 months ago
- A dockerized Jupyter quant research environment.☆183Updated this week
- Recreate EP Chan algo trading book strategies☆374Updated 6 years ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆579Updated this week
- SABR model Python implementation☆493Updated 2 years ago
- Backtest and live trading in Python☆584Updated 9 months ago
- Quantitative Finance tools☆518Updated last year
- Framework for developing, backtesting, and deploying automated trading algorithms and trading bots.☆402Updated last week
- A Python library for evaluating option trading strategies.☆365Updated 2 months ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆420Updated 4 years ago
- ☆211Updated 7 years ago
- Open sourced research notebooks by the QuantConnect team.☆583Updated 10 months ago
- Option and stock backtester / live trader☆254Updated 4 months ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆233Updated 7 years ago
- Quantitative Finance book☆608Updated 11 months ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆417Updated 11 months ago
- Sources codes for: Mastering Python for Finance, Second Edition☆416Updated 4 months ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆733Updated 4 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆931Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆157Updated 2 weeks ago
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆544Updated 10 months ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆530Updated 2 months ago
- ☆223Updated last year
- Resources for Quantitative Finance☆739Updated 10 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆257Updated last month
- A framework for quantitative finance In python.☆792Updated last year
- A Python library for mathematical finance☆431Updated last year