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:
- Get meaningful OHLCV datasets☆92Updated 2 weeks ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆144Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆178Updated last year
- 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
- some zipline data bundles☆66Updated 2 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆99Updated last week
- Real-time & historical data API for US stocks and options☆66Updated 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
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆144Updated 4 months ago
- Option visualization python package☆157Updated last year
- Kelly Criterion calculation☆106Updated 3 years ago
- Visualisation for auction market theory with live charts☆127Updated 5 years ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆84Updated last year
- Montecarlo simulations/analysis for finance (equity simulator)☆48Updated 2 years ago
- Download data from EOD historical data https://eodhd.com/ using Python, Requests and Pandas.☆103Updated last year
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- Macrosynergy Quant Research☆163Updated 2 weeks ago
- SDK for the EOD Historical data API☆100Updated last year
- Quantitative Finance using python - Derivatives Pricing☆46Updated 7 years ago
- Pipeline Extension for Live Trading☆205Updated 2 years ago
- Analysis of financial instruments☆75Updated 2 weeks ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆172Updated last year
- Source Codes for "Contrarian Trading Strategies in Python"☆80Updated 2 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago