JerBouma / AlgorithmicTradingLinks
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
☆965Updated last year
Alternatives and similar repositories for AlgorithmicTrading
Users that are interested in AlgorithmicTrading are comparing it to the libraries listed below
Sorting:
- Backtest and live trading in Python☆608Updated last year
- Open sourced research notebooks by the QuantConnect team.☆622Updated last year
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆897Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆611Updated this week
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,713Updated 8 months ago
- A nimble options backtesting library for Python☆1,136Updated last year
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,203Updated 5 years ago
- Quantitative Finance book☆680Updated 2 months ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆594Updated last week
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆446Updated last year
- A framework for quantitative finance In python.☆859Updated 2 years ago
- Resources for Quantitative Finance☆758Updated last year
- Framework for algorithmic trading☆849Updated last year
- Asynchronous, event-driven algorithmic trading in Python and C++☆734Updated 7 months ago
- Sources codes for: Mastering Python for Finance, Second Edition☆416Updated 2 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆385Updated last week
- Algorithmic trading framework for cryptocurrencies.☆1,313Updated 2 weeks ago
- Learn Algorithmic Trading, Published by Packt☆884Updated 2 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆559Updated 5 months ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆813Updated last year
- GPU-accelerated Factors analysis library and Backtester☆699Updated 2 months ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆804Updated 2 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆761Updated last month
- low code backtesting library utilizing pandas and technical analysis indicators☆467Updated last month
- Top training materials in quantitative finance☆420Updated 9 months ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆722Updated 10 months ago
- Framework for developing, backtesting, and deploying automated trading algorithms and trading bots.☆468Updated last week
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,074Updated 2 years ago
- Quantitative Finance tools☆552Updated 2 years ago
- A program for financial portfolio management, analysis and optimisation.☆1,578Updated last year