PYTHON CODE WALKTHROUGH Data Sourcing In order to run a discounted cash flow model (DCF), I needed data, so I found a free API that provided us with everything I needed. I wrote a code that saved every financial statement of every company in a separate text file. In this code, I asked to ping the API’s URL for every ticker, open a text file for …
☆20Jul 8, 2020Updated 5 years ago
Alternatives and similar repositories for ProjectAlpha
Users that are interested in ProjectAlpha are comparing it to the libraries listed below
Sorting:
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Dec 11, 2019Updated 6 years ago
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆12Jan 22, 2023Updated 3 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆51Sep 3, 2020Updated 5 years ago
- This project reads data from a csv(MS Excel) file containing numeric data and then stores it into a 2D array in C++;☆10Mar 13, 2017Updated 9 years ago
- Script for accessing and organizing oil and gas well data from the Texas Railroad Commission☆36May 30, 2024Updated last year
- Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.☆11Mar 5, 2022Updated 4 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 5 years ago
- This repository deals with the Monte Carlo Simulation in the financial markets. For more information on Monte Carlo visit here: http://ww…☆19Oct 22, 2016Updated 9 years ago
- This paper aims to explore the time series’ proprieties of the features extracted by using the Principal Component Analysis (PCA) techniq…☆18Jan 5, 2020Updated 6 years ago
- Jupyter Notebook for estimating stock price☆11Dec 19, 2020Updated 5 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Dec 3, 2018Updated 7 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- Simplify Big Data Analytics with Amazon EMR, published by Packt☆13Jan 18, 2023Updated 3 years ago
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Jul 28, 2023Updated 2 years ago
- This Python Jupyter notebook explores conservative "all weather" investment portfolios☆24Sep 8, 2022Updated 3 years ago
- Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regu…☆16May 19, 2022Updated 3 years ago
- Getting a better understanding of Black-Litterman and how Betterment manages my ETF portfolio.☆14Jul 29, 2015Updated 10 years ago
- Some old code.☆11Apr 8, 2019Updated 6 years ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆19Nov 2, 2022Updated 3 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆50Feb 9, 2021Updated 5 years ago
- PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to f…☆22Feb 17, 2023Updated 3 years ago
- The functions provided in this C++ source files are used to save and load Eigen C++ matrices/arrays to and from CSV values.☆11Mar 28, 2025Updated 11 months ago
- Replication of momentum strategy☆20Jun 14, 2022Updated 3 years ago
- AI enhanced automation tool for financial modelling and market analysis.☆12Sep 10, 2019Updated 6 years ago
- ☆16Sep 26, 2022Updated 3 years ago
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 4 years ago
- ☆14Feb 26, 2022Updated 4 years ago
- Nifty Option-Chain Analysis in Realtime☆13Aug 30, 2022Updated 3 years ago
- A python notebook showing how to visualize laplace transforms☆11Feb 13, 2019Updated 7 years ago
- Basic C++ Hidden Markov Model functionality implementation with state prediction estimation☆15Apr 29, 2013Updated 12 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Aug 1, 2023Updated 2 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 5 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- ☆11Mar 5, 2021Updated 5 years ago
- Python tool using OpenPyXl to compare Excel (xlsx) workbooks, worksheets and write differences to file☆25Nov 19, 2015Updated 10 years ago