DonaldWhyte / algorithmic-trading-using-high-perf-data-processing-in-pythonLinks
Second version of talk demonstrating how to massively optimise data processing and numerical computation in Python
☆22Updated 5 years ago
Alternatives and similar repositories for algorithmic-trading-using-high-perf-data-processing-in-python
Users that are interested in algorithmic-trading-using-high-perf-data-processing-in-python are comparing it to the libraries listed below
Sorting:
- ☆27Updated 6 years ago
- ☆35Updated 7 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- Time Series Prediction of Volume in LOB☆58Updated last year
- ☆41Updated 4 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- ☆73Updated 3 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆12Updated 9 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆25Updated 7 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- A library for portfolio optimization algorithms with python interface.☆30Updated 4 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆23Updated 4 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Contains the code for my financial machine learning articles☆49Updated 5 years ago
- Python and Cython scripts of machine learning, econometrics and statistical tools designed for finance.☆23Updated last year
- Research Repo (Archive)☆75Updated 5 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆36Updated 7 years ago
- An xVA quantitative library written in python using tensorflow☆17Updated last week
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- ☆23Updated 6 years ago