CaptorAB / openseriesLinks
openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or less frequent data.
☆28Updated this week
Alternatives and similar repositories for openseries
Users that are interested in openseries are comparing it to the libraries listed below
Sorting:
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- Financial Portfolio Optimization Algorithms☆58Updated last year
- ☆26Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Risk tools for commodities trading and finance☆35Updated 3 months ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- ☆44Updated 2 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 6 months ago
- Portfolio optimization with cvxopt☆40Updated 8 months ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆36Updated last year
- Collections of snippets for trading I find interesting☆27Updated 8 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆49Updated 6 months ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆19Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- ☆35Updated 7 years ago
- Pyquant - Python modules and notebooks for stock market predictive analytics, machine learning, financial transformations and joins, plot…☆39Updated 2 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated last year
- ☆12Updated 2 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆57Updated last week