Load & Query Stock Data Using OpenBB & ArcticDB
☆44Jan 10, 2026Updated 5 months ago
Alternatives and similar repositories for load-stock-history-01
Users that are interested in load-stock-history-01 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆22Apr 11, 2020Updated 6 years ago
- Triton‑style kernel toolkit for MLX plus a small upstream incubator: prototype, benchmark, and upstream fusions for Apple Silicon☆45Mar 31, 2026Updated 2 months ago
- Personal Finance Data Pipeline & Dashboard☆12Jan 8, 2026Updated 5 months ago
- Backtesting.py is an open-source backtesting Python library that allows users to test their trading strategies via code.☆21Feb 18, 2024Updated 2 years ago
- An Interfernce RAG-based LLM Pipeline with Best Practice LLMOps☆13Aug 20, 2024Updated last year
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- An Anthropic Model Context Protocol (MCP) server for financial analysis with alphavantage.com and financialmodellingprep.com API integrat…☆13Jul 7, 2025Updated 11 months ago
- FinanceGPT-B☆10Mar 26, 2024Updated 2 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆201Feb 16, 2024Updated 2 years ago
- Functions for executing trading strategies via the API of Interactive Brokers☆15Oct 29, 2021Updated 4 years ago
- Code for the paper "FinRLlama: A Solution to LLM-Engineered Signals Challenge at FinRL Contest 2024"☆13Feb 14, 2025Updated last year
- Documentation for hangukquant/quantpylib☆41May 17, 2026Updated 3 weeks ago
- Feature Engineering and Predictive Modeling for Financial Time Series Data☆13Aug 4, 2020Updated 5 years ago
- CLI for downloading Binance candlestick (kline) data☆11Dec 14, 2021Updated 4 years ago
- Quantitative research and educational materials☆37Jun 8, 2024Updated 2 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Run large models from the terminal using Apple MLX.☆31Mar 18, 2024Updated 2 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- ☆65Sep 22, 2024Updated last year
- A Free Newsletter for Quantitative and Algorithmic Trading, Portfolio Analysis, and Investing☆1,764Sep 20, 2025Updated 8 months ago
- A Streamlit dashboard for creating relative rotation graphs using the OpenBB Platform.☆45Mar 4, 2025Updated last year
- A look at the DIA ETF using the OpenBB SDK☆15Jan 24, 2023Updated 3 years ago
- 📚 MesoSim's Strategy Library☆22Apr 6, 2024Updated 2 years ago
- Backtest and live trading in Python☆730Jun 20, 2024Updated last year
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆20Dec 31, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A custom build or R for the Raspberry Pi computer☆14Dec 11, 2024Updated last year
- Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021☆28Feb 13, 2022Updated 4 years ago
- Finance Dashboard : Built on Flask, Data from OpenBB and Views on Plotly-Dash.☆19Feb 6, 2023Updated 3 years ago
- ☆24Jan 17, 2025Updated last year
- MATLAB code for pricing financial derivatives. Uses finite-difference methods to solve a modified version of the Black Scholes equation. …☆10Jun 11, 2018Updated 8 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- Financial Modeling Prep MCP Server☆48Jun 23, 2025Updated 11 months ago
- ☆11Oct 30, 2023Updated 2 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- A collection of homeworks of market microstructure models.☆288May 4, 2018Updated 8 years ago
- A repository of basic quantitative finance tools to be used on other projects☆11Mar 19, 2020Updated 6 years ago
- ☆61Feb 17, 2023Updated 3 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆17Sep 25, 2021Updated 4 years ago
- FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and Character Design☆32May 1, 2024Updated 2 years ago
- ☆12Dec 22, 2023Updated 2 years ago