Kroencke91 / load-stock-history-01
Load & Query Stock Data Using OpenBB & ArcticDB
☆24Updated last year
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
- ☆35Updated 2 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- 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
- Analysis of financial instruments☆69Updated last week
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆50Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated last year
- Financial AI with Python☆61Updated 2 months ago
- Real-time & historical data API for US stocks and options☆59Updated 7 months ago
- Python Interface to econdb.com API☆48Updated 2 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆177Updated last year
- Package to build risk model for factor pricing model☆24Updated 6 months ago
- Macrosynergy Quant Research☆115Updated this week
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆38Updated 6 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆102Updated 9 months ago
- Time Series Prediction of Volume in LOB☆56Updated 10 months ago
- 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
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- Research Repo (Archive)☆70Updated 4 years ago
- Implements different approaches to tactical and strategic asset allocation☆30Updated last month
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- A financial trading method using machine learning.☆58Updated last year
- This repo is for my articles published on Medium.com☆16Updated last year
- ☆24Updated 6 years ago
- Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing☆31Updated last week
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆62Updated 11 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆33Updated last year
- A Collection of public tutorials published in the qubitquants.pro blog☆62Updated last year