CMEGroupOLD / 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
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆97Updated 2 weeks ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆70Updated 4 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆143Updated last year
- some zipline data bundles☆66Updated last year
- Visualisation for auction market theory with live charts☆126Updated 5 years ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆175Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- Get meaningful OHLCV datasets☆92Updated last month
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 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
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆87Updated 5 months ago
- Quantitative Finance using python - Derivatives Pricing☆46Updated 7 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 2 years ago
- Official Repository☆130Updated 4 years ago
- Real-time & historical data API for US stocks and options☆63Updated last year
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆126Updated 4 years ago
- ☆216Updated 8 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆170Updated last year
- Streamlit app that shows the seasonal returns of a stock http://aroussi.com/seasonality☆19Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆75Updated last year
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆123Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago