Hodapp87 / parse_13FLinks
Some tools for parsing Form 13F filings with the SEC
☆13Updated 4 years ago
Alternatives and similar repositories for parse_13F
Users that are interested in parse_13F are comparing it to the libraries listed below
Sorting:
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 8 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆121Updated 3 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 7 months ago
- Repository for exploring ways to develop html presentation for the PortfolioAnalytics package☆21Updated 11 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 6 years ago
- Data Analysis Studies on Value Investing☆88Updated 3 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 9 years ago
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆10Updated 9 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- Code to manage data related to SEC filings on EDGAR.☆20Updated 2 years ago
- Updated repository containing datafeed and strategy☆12Updated 10 years ago
- R package for high frequency time series data management☆64Updated 2 months ago
- Simple Risk Premia Strategy☆36Updated 4 years ago
- ☆25Updated 7 years ago
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆22Updated 7 years ago
- Repository for simulation and estimation of CIR one factor model parameters☆11Updated 7 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆36Updated 9 years ago
- ☆75Updated 9 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- R code for dealing with the Commitment of Traders report.☆16Updated 8 years ago
- ☆10Updated 7 years ago
- ☆11Updated 10 years ago
- Practical applications towards risk-centric portfolio management☆45Updated 9 years ago
- Engle-Granger cointegration models in R☆17Updated 2 years ago
- A Shiny app to work with future contracts data☆23Updated 8 years ago
- R package for option pricing☆36Updated 3 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- obAnalytics Shiny front-end☆75Updated 7 years ago
- ☆22Updated 7 years ago