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

• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• MislavSag / trademl
  The goal of the project is to build algorithmic trading system.
  ☆27Updated 4 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 5 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆42Updated 5 years ago
• rodler / Quantinsti_RL
  ☆41Updated 4 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆26Updated 8 years ago
• hudson-and-thames / march_applications_21
  Skillset Challenge for the Apprenticeship Program
  ☆21Updated 3 years ago
• Bobbakov / orderGenerator
  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
• samsonq / Modifying-Shiller-CAPE-Ratio
  Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.
  ☆15Updated 2 years ago
• 11bblandin / quantfiction
  Notebooks and stuff from quantfiction.com
  ☆37Updated 5 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 7 years ago
• KIC / pandas-ml-quant
  Master repository for the pandas-ml modules
  ☆163Updated 2 years ago
• PanPip / research
  Contains all the Jupyter Notebooks used in our research
  ☆15Updated 5 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 3 years ago
• gylx / Financial-Machine-Learning-Articles
  Contains the code for my financial machine learning articles
  ☆49Updated 4 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 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
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆128Updated 4 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 6 years ago
• marketneutral / stock-cluster-nlp
  ☆27Updated 7 years ago
• thk3421-models / KellyPortfolio
  A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
  ☆84Updated last month
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆46Updated 9 years ago
• alpha-miner / portfolio-optimizer
  A library for portfolio optimization algorithms with python interface.
  ☆30Updated 4 years ago