CNIC92 / beat-the-stock-market
Is it possible to find which stocks will perform well in the future by looking at past financial data?
☆25Updated 5 years ago
Alternatives and similar repositories for beat-the-stock-market
Users that are interested in beat-the-stock-market are comparing it to the libraries listed below
Sorting:
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- ☆22Updated 5 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆16Updated 3 years ago
- Financial technical and fundamental analysis indicator library for pystockdb.☆35Updated this week
- By means of stochastic volatility models☆44Updated 5 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Updated 4 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- Streamlit app that shows the seasonal returns of a stock http://aroussi.com/seasonality☆20Updated 2 years ago
- ☆24Updated 6 years ago
- Scalping day trading strategy☆39Updated 4 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- ☆54Updated 6 years ago
- Extract and visualize implied volatility from option chain data☆37Updated last month
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- 🧮 A deeper look into the Kelly Criterion☆41Updated last year
- ☆38Updated 4 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆18Updated last year
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- A collection of Python notebooks demonstrating the integration of AI with financial strategies.☆18Updated 4 months ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆59Updated 5 years ago
- ☆20Updated 5 years ago
- A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing vari…☆40Updated 4 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago