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:
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Financial Portfolio Optimization Algorithms☆58Updated last year
- 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
- ☆35Updated 7 years ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- ☆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 2 months ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆48Updated 5 months 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 5 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Collections of snippets for trading I find interesting☆27Updated 7 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
- Tools for investing in Python☆45Updated 3 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 6 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆36Updated last year
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆38Updated last year
- Pyquant - Python modules and notebooks for stock market predictive analytics, machine learning, financial transformations and joins, plot…☆39Updated 2 years ago
- ☆42Updated 2 years ago
- ☆20Updated 2 years ago
- Portfolio optimization with cvxopt☆40Updated 7 months ago
- ☆12Updated 2 years ago
- Different quantitative trading models research☆53Updated 9 months ago
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆12Updated 7 months ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated last year