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 6 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
- By means of stochastic volatility models☆44Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Contains the code for my financial machine learning articles☆50Updated 5 years ago
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆12Updated last year
- ☆41Updated 4 years ago
- Time Series Prediction of Volume in LOB☆60Updated last year
- ☆36Updated 8 years ago
- A Python toolkit for high-frequency trade research.☆43Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Updated 4 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Updated 3 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Skillset Challenge for the Apprenticeship Program☆21Updated 4 years ago
- ☆27Updated 8 years ago
- Regime-Switching Model☆20Updated 8 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- ☆75Updated 3 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- ☆22Updated 8 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
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- ☆12Updated 2 years ago