A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.
☆13Jul 28, 2021Updated 4 years ago
Alternatives and similar repositories for Alpaca-CPPI
Users that are interested in Alpaca-CPPI are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- A dashboard for integrating Python, Tableau, and Google Sheets for automated data collection, analysis, and visualization.☆10Dec 8, 2022Updated 3 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 6 years ago
- Option Strategy for Futures☆20Jul 29, 2020Updated 5 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- A collection of quantitative finance notebooks. Including MPT, Monte Carlo simulations and Machine Learning algorithms☆16Sep 26, 2022Updated 3 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Nov 24, 2023Updated 2 years ago
- Code file for Mastering Parallel Programming with R by Packt Publishing☆11Jan 30, 2023Updated 3 years ago
- Community for Stock Market discussions, ideas and investment strategies.☆10Jul 7, 2022Updated 4 years ago
- ☆28Aug 26, 2024Updated last year
- Jupyter (IPython) notebooks for exploring mixture models☆37Apr 25, 2017Updated 9 years ago
- Options Dynamic Delta Hedge Simulation☆17Sep 23, 2020Updated 5 years ago
- Simulation of delta hedging☆18Jul 15, 2020Updated 6 years ago
- ☆12Aug 30, 2023Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆12Dec 2, 2018Updated 7 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆24Jun 24, 2022Updated 4 years ago
- ☆16Jan 24, 2018Updated 8 years ago
- Finance Dashboard : Built on Flask, Data from OpenBB and Views on Plotly-Dash.☆19Feb 6, 2023Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Sep 19, 2023Updated 2 years ago
- Stat 479 Project☆12Dec 22, 2018Updated 7 years ago
- Repo for HFT project in CMF☆30Jan 4, 2023Updated 3 years ago
- Implementation of DBSCAN to find securities with a historical correlation for a pairs trading strategy☆13Mar 15, 2020Updated 6 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆15Aug 28, 2022Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆12Jul 10, 2026Updated 2 weeks ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆12Jul 19, 2019Updated 7 years ago
- Code for researching and backtesting pairs trading☆24Mar 14, 2010Updated 16 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆58Mar 12, 2021Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆95Feb 9, 2021Updated 5 years ago
- Algorithmic trading platform for multiple assets☆37Apr 13, 2017Updated 9 years ago
- Modeling volatility project for ODSC East 2019☆16Dec 8, 2022Updated 3 years ago
- High performance hybrid Monte Carlo simulation☆10Jun 29, 2026Updated 3 weeks ago
- A Python-based RPC-like toolkit for interfacing with QuestDB.☆12Apr 21, 2026Updated 3 months ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Apr 4, 2026Updated 3 months ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆96Jan 11, 2022Updated 4 years ago
- 通过Flask-RESTPlus 构建接口框架,将Wind、iFinD、Choice等进行统一封装☆20Apr 20, 2021Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆40Jun 26, 2026Updated 3 weeks ago
- 量化相关的一些基础算法☆19Mar 8, 2023Updated 3 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆31Jul 4, 2026Updated 3 weeks ago