Hodapp87 / parse_13F
Some tools for parsing Form 13F filings with the SEC
☆13Updated 3 years ago
Alternatives and similar repositories for parse_13F:
Users that are interested in parse_13F are comparing it to the libraries listed below
- ☆41Updated 4 months ago
- Dispersion Trading using Options☆31Updated 7 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆26Updated 8 years ago
- Simple Risk Premia Strategy☆34Updated 3 years ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆16Updated 5 months ago
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆10Updated 8 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆110Updated 7 years ago
- ☆76Updated last month
- Constituent history of the S&P 500 from various data sources☆13Updated this week
- Python web crawler to pull fund holdings from the SEC EDGAR database☆31Updated 4 years ago
- Digital Signal Trading (John Ehlers indicators)☆90Updated 6 years ago
- Data Analysis Studies on Value Investing☆83Updated 3 years ago
- ☆33Updated 3 years ago
- ☆24Updated 6 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆54Updated 2 years ago
- Covariance Matrix Estimation via Factor Models☆33Updated 5 years ago
- Code to manage data related to SEC filings on EDGAR.☆20Updated last year
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆34Updated 5 years ago
- Options Trader written in Python based off the ib_insync library.☆38Updated last year
- R package for high frequency time series data management☆61Updated 2 months ago
- ☆81Updated this week
- Development space for PhD in Finance☆33Updated 4 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆118Updated 2 years ago
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆16Updated 2 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆25Updated 3 years ago
- ☆10Updated 9 years ago
- ☆23Updated 2 years ago