Jungle-Sven / std_dev_ohlcv
calculates standard deviation from OHLCV data
☆13Updated last year
Alternatives and similar repositories for std_dev_ohlcv:
Users that are interested in std_dev_ohlcv are comparing it to the libraries listed below
- Time Series Prediction of Volume in LOB☆56Updated 10 months ago
- ☆44Updated 4 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆33Updated last year
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆62Updated 11 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆102Updated 9 months ago
- Qt-based charting terminal for financial markets and forex☆21Updated 2 weeks ago
- ☆20Updated 2 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆33Updated last year
- A repository of demonstrations, from the twitter threads here: https://twitter.com/DrDanobi☆55Updated last year
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆21Updated last month
- Run the CBOE VIX Volatility equation on a stock of your choosing.☆21Updated last year
- Analysis of financial instruments☆69Updated last week
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆32Updated 7 months ago
- A financial trading method using machine learning.☆58Updated last year
- A Practical Guide to a Simple Data Stack.☆39Updated 5 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- ☆35Updated 2 years ago
- Financial AI with Python☆61Updated 2 months ago
- Portfolio optimization with cvxopt☆37Updated 3 weeks ago
- ☆27Updated last month
- Cryptocurrency Valuation: An Explainable AI Approach☆15Updated 2 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆62Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆59Updated 6 months ago
- Python library for asset pricing☆111Updated 11 months ago
- A sentiment analyzer package for financial assets and securities utilizing GPT models.☆130Updated 6 months ago
- algorithmic trading using machine learning☆143Updated 3 weeks ago
- Package to build risk model for factor pricing model☆24Updated 6 months ago
- Python framework optimized for running backtests on multiple asset portfolios☆15Updated last year
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- ☆32Updated last year