JerBouma / AlgorithmicTrading
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.
☆870Updated last year
Related projects: ⓘ
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆790Updated 4 months ago
- Backtest and live trading in Python☆514Updated 2 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,525Updated last year
- A nimble options backtesting library for Python☆975Updated 2 months ago
- Open sourced research notebooks by the QuantConnect team.☆497Updated 4 months ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆454Updated this week
- Resources for Quantitative Finance☆627Updated 3 months ago
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆986Updated 4 years ago
- Quantitative analysis, strategies and backtests☆1,918Updated last year
- Framework for algorithmic trading☆745Updated last year
- Sources codes for: Mastering Python for Finance, Second Edition☆392Updated 2 years ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆538Updated this week
- Asynchronous, event-driven algorithmic trading in Python and C++☆661Updated 6 months ago
- A framework for quantitative finance In python.☆669Updated last year
- Learn Algorithmic Trading, Published by Packt☆802Updated last year
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆621Updated 4 years ago
- GPU-accelerated Factors analysis library and Backtester☆626Updated 9 months ago
- Top training materials in quantitative finance☆389Updated this week
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆472Updated last year
- Quantitative Finance book☆450Updated 4 months ago
- A program for financial portfolio management, analysis and optimisation.☆1,385Updated 10 months ago
- A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.☆948Updated 5 months ago
- Goldman Sachs - Quantitative Strategies Research Notes☆305Updated 4 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆663Updated last year
- Quantitative Finance tools☆476Updated last year
- Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]☆709Updated 2 years ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆741Updated 8 months ago
- ☆466Updated last year
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆284Updated 5 months ago
- low code backtesting library utilizing pandas and technical analysis indicators☆364Updated 5 months ago