DavidCico / Enhanced-Event-Driven-BacktesterLinks
In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featuring numerous improvements, in terms of coding structure, data handling, and simple trading strategies.
☆69Updated 4 years ago
Alternatives and similar repositories for Enhanced-Event-Driven-Backtester
Users that are interested in Enhanced-Event-Driven-Backtester are comparing it to the libraries listed below
Sorting:
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- An event-driven backtester☆112Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Options Trader written in Python based off the ib_insync library.☆63Updated 2 years ago
- ☆77Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 7 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆161Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- Collection of indicators that I used in my strategies.☆60Updated 9 months ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆113Updated this week
- CS7641 Team project☆97Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆125Updated 3 years ago
- Official Repository☆133Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆83Updated this week
- Research Repo (Archive)☆74Updated 5 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆135Updated 4 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- ☆66Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆50Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆83Updated 7 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Several python based Algos for algorythmic trading formerly on the Quantopian platform☆51Updated 5 years ago