Alternatives and similar repositories for qlengine:

Users that are interested in qlengine are comparing it to the libraries listed below

• alpha-miner / portfolio-optimizer
  A library for portfolio optimization algorithms with python interface.
  ☆30Updated 4 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆65Updated 7 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 8 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆46Updated 8 years ago
• wegamekinglc / AlgoTrading
  Algorithmic trading platform for multiple assets
  ☆36Updated 8 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆22Updated 5 years ago
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆22Updated this week
• leeong05 / orca
  a new simulator for statistical arbitrage
  ☆15Updated 9 years ago
• iLampard / alphaware
  tools for alpha research
  ☆23Updated 7 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 4 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆33Updated 11 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆46Updated 8 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• FranklinMa810 / PortfolioManagement
  ☆16Updated 4 years ago
• ljump12 / Pairs-Trading
  Code for researching and backtesting pairs trading
  ☆24Updated 15 years ago
• 11bblandin / quantfiction
  Notebooks and stuff from quantfiction.com
  ☆37Updated 5 years ago
• cltwski / OrderBookSimulatorWithOpenCL
  This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…
  ☆25Updated 11 years ago
• henrywoo / pysentosa
  Python API for sentosa trading system
  ☆42Updated 9 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆67Updated 9 years ago
• KhaledSharif / quantopian-ensemble-methods
  Assisting repository for the published paper investigating ensemble methods in algorithmic trading.
  ☆44Updated 7 years ago
• hkuhn / multifactor-models
  A Survey of Multi-Factor Models
  ☆40Updated 9 years ago
• PortfolioEffect / PE-HFT-Matlab
  MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization
  ☆29Updated 9 years ago
• jamesmawm / Options-Modelling
  Root-finding algos, Black-Scholes and trees with Python
  ☆44Updated 10 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆21Updated 7 years ago
• z357412526 / HighFreqTransaction
  In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …
  ☆10Updated 9 years ago
• pegasusTrader / PandoraTraderUI
  带界面的PandoraTrader
  ☆13Updated 4 years ago
• icezerowjj / MultipleFactorRiskModel
  This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…
  ☆72Updated 7 years ago
• Hongtao-Lin / HFT-Prediction
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Updated 8 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 4 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆18Updated 9 years ago