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:
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆143Updated 11 months ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆174Updated last year
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆96Updated 3 weeks ago
- Get meaningful OHLCV datasets☆91Updated 2 weeks ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆168Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆174Updated 3 years ago
- ☆215Updated 8 years ago
- Option visualization python package☆157Updated last year
- tpqoa is a Python wrapper package for the Oanda REST API v20 for algorithmic trading.☆187Updated 2 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆174Updated 2 months ago
- Real-time & historical data API for US stocks and options☆63Updated last year
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- Official Repository☆129Updated 4 years ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆87Updated 4 months ago
- Visualisation for auction market theory with live charts☆125Updated 5 years ago
- 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
- To classify trades into buyer- and seller-initiated.☆154Updated 2 years ago
- Automatically generated reports and diagnostics of interest to futures traders☆61Updated last week
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆73Updated last year
- some zipline data bundles☆65Updated last year