NehrenD / algo_trading_and_quant_strategies
Supplemental Material for Algorithmic Trading and Quantitative Strategies
☆282Updated 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…☆361Updated 6 years ago
- Performance analysis of predictive (alpha) stock factors☆408Updated 7 months ago
- Quantitative finance research tools in Python☆420Updated 2 years ago
- ☆148Updated last year
- ☆293Updated last year
- Code implementation of the Quantigic 101 Formulaic Alphas☆514Updated 6 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆216Updated 3 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆329Updated last week
- 2 books and related source codes for algorithmic trading.☆506Updated 10 months ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆540Updated 3 months ago
- experiments with pair trading☆294Updated 4 months ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆209Updated 3 years ago
- GPU-accelerated Factors analysis library and Backtester☆687Updated 3 weeks ago
- Benchmark Dataset of Limit Order Book in China Markets☆204Updated 4 years ago
- Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn☆99Updated 3 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆261Updated 2 years ago
- Advances in Financial Machine Learning☆776Updated 2 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆302Updated 2 months ago
- Quantitative Finance and Algorithmic Trading☆347Updated 9 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆411Updated last year
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆940Updated last year
- World Quant 101 alphas的计算和策略化☆267Updated 8 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆584Updated this week
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆245Updated 2 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆520Updated last year
- Portfolio and risk analytics in Python☆472Updated 7 months ago
- Code and data for my blogs☆92Updated 4 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆553Updated 4 years ago
- Open sourced research notebooks by the QuantConnect team.☆593Updated 11 months ago
- Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.☆352Updated last year