Howon / ReadingList
☆54Updated 6 years ago
Alternatives and similar repositories for ReadingList
Users that are interested in ReadingList are comparing it to the libraries listed below
Sorting:
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆209Updated 3 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆131Updated 5 years ago
- Quantitative Finance and Algorithmic Trading☆356Updated 9 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆134Updated 4 years ago
- Python Options Pricing Library☆277Updated 3 years ago
- Quantitative finance research tools in Python☆422Updated 2 years ago
- A python application, that demonstrates optimizing a portfolio using machine learning.☆96Updated 11 months ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆304Updated 2 months ago
- ☆113Updated last year
- Basic options pricing in Python☆313Updated 10 years ago
- ☆497Updated last year
- An event-driven backtester☆106Updated 5 years ago
- ☆114Updated 2 years ago
- The CQF program☆182Updated 6 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆145Updated 3 years ago
- A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc☆255Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆165Updated 3 years ago
- Project on financial forecasting using ML. Made by Anson Wong, Juan Garcia & Gudbrand Tandberg☆170Updated 8 years ago
- QSTrader☆133Updated 6 years ago
- Repository of demo strategies for the Blueshift platform☆170Updated 2 years ago
- PyTrendFollow - systematic futures trading using trend following☆408Updated 7 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆157Updated 2 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆469Updated 3 years ago
- Trading Evolved book code☆69Updated 4 years ago
- ☆212Updated 7 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Pipeline Extension for Live Trading☆207Updated last year
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆164Updated 5 years ago