CMEGroup / datamine_pythonLinks
Package for interacting with CME Datamine historical Market Data repository and Alternative Data source for CME Group Markets.
☆71Updated 5 years ago
Alternatives and similar repositories for datamine_python
Users that are interested in datamine_python are comparing it to the libraries listed below
Sorting:
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆87Updated 2 weeks ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆168Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆136Updated 8 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆171Updated 3 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆154Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆69Updated last year
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆55Updated 2 years ago
- some zipline data bundles☆64Updated last year
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- tpqoa is a Python wrapper package for the Oanda REST API v20 for algorithmic trading.☆183Updated 2 years ago
- Option visualization python package☆155Updated last year
- ☆214Updated 7 years ago
- Get meaningful OHLCV datasets☆89Updated last week
- Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)☆173Updated 2 years ago
- Visualisation for auction market theory with live charts☆123Updated 4 years ago
- Macrosynergy Quant Research☆149Updated this week
- Real-time & historical data API for US stocks and options☆63Updated last year
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆110Updated 5 months ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago
- SDK for the EOD Historical data API☆97Updated last year
- Python Financial ENGineering (PyFENG package in PyPI.org)☆166Updated 9 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆67Updated 4 years ago
- Analysis of financial instruments☆74Updated last week
- Trading Evolved book code☆74Updated 5 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Repository of demo strategies for the Blueshift platform☆172Updated 2 years ago