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.
☆1,007Updated 2 years ago
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☆638Updated last year
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆940Updated last year
- Open sourced research notebooks by the QuantConnect team.☆673Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,793Updated last year
- A nimble options backtesting library for Python☆1,205Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆641Updated this week
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆515Updated last year
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆738Updated last week
- Framework for algorithmic trading☆864Updated 2 years ago
- Quantitative Finance book☆749Updated 6 months ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆490Updated last year
- Learn Algorithmic Trading, Published by Packt☆899Updated last month
- A framework for quantitative finance In python.☆878Updated 2 years ago
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,255Updated 5 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆749Updated this week
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆456Updated 2 weeks ago
- Sources codes for: Mastering Python for Finance, Second Edition☆433Updated last month
- A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.☆1,198Updated 5 months ago
- A program for financial portfolio management, analysis and optimisation.☆1,638Updated last year
- Resources for Quantitative Finance☆771Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆584Updated 9 months ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆794Updated 5 months ago
- Top training materials in quantitative finance☆499Updated 2 months ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆764Updated last year
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆830Updated 2 years ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆525Updated last year
- Framework for developing, backtesting, and deploying automated trading algorithms and trading bots.☆568Updated last week
- GPU-accelerated Factors analysis library and Backtester☆746Updated 6 months ago
- Python Algorithmic Trading Cookbook, published by Packt☆514Updated last month
- Quantitative analysis, strategies and backtests☆2,708Updated 2 years ago