NehrenD / algo_trading_and_quant_strategies
Supplemental Material for Algorithmic Trading and Quantitative Strategies
☆281Updated 4 years ago
Alternatives and similar repositories for algo_trading_and_quant_strategies:
Users that are interested in algo_trading_and_quant_strategies are comparing it to the libraries listed below
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆359Updated 6 years ago
- ☆145Updated last year
- Performance analysis of predictive (alpha) stock factors☆392Updated 6 months ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆505Updated 6 years ago
- Quantitative finance research tools in Python☆417Updated 2 years ago
- Barra CNE6 因子构建☆288Updated 5 years ago
- Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn☆98Updated 3 years ago
- ☆141Updated 4 months ago
- Quantitative Finance and Algorithmic Trading☆347Updated 9 years ago
- Implementation of 5-factor Fama French Model☆123Updated 4 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆202Updated 4 years ago
- Barra-Multiple-factor-risk-model☆138Updated 8 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆532Updated 2 months ago
- Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.☆346Updated last year
- ☆288Updated last year
- Advances in Financial Machine Learning☆773Updated 2 years ago
- 2 books and related source codes for algorithmic trading.☆498Updated 10 months ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆419Updated 11 months ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆260Updated 2 years ago
- Quantitative Finance book☆617Updated last week
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆211Updated 3 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆516Updated last year
- Top training materials in quantitative finance☆409Updated 7 months ago
- GPU-accelerated Factors analysis library and Backtester☆680Updated this week
- experiments with pair trading☆288Updated 4 months ago
- The CQF program☆89Updated 8 years ago
- Barra Multifactor Model☆140Updated 5 years ago
- Open sourced research notebooks by the QuantConnect team.☆584Updated 11 months ago
- This repository hosts my reading notes for academic papers.☆83Updated 3 years ago
- Website dedicated to a book on machine learning for factor investing☆225Updated last year