Peropero0 / quantitative_finance_playground
☆29Updated this week
Alternatives and similar repositories for quantitative_finance_playground:
Users that are interested in quantitative_finance_playground are comparing it to the libraries listed below
- ☆34Updated last year
- Time Series Prediction of Volume in LOB☆55Updated 9 months ago
- A financial trading method using machine learning.☆59Updated last year
- A Collection of public tutorials published in the qubitquants.pro blog☆61Updated last year
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆61Updated 4 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 4 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆56Updated 3 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆23Updated 4 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆33Updated last year
- Package to build risk model for factor pricing model☆24Updated 5 months ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆11Updated last year
- ☆19Updated 4 years ago
- ☆39Updated 3 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆49Updated 3 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆27Updated 2 years ago
- Implements different approaches to tactical and strategic asset allocation☆29Updated 3 weeks ago
- Options Trader written in Python based off the ib_insync library.☆38Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆57Updated 5 months ago
- ☆57Updated last year
- Source Codes for "Contrarian Trading Strategies in Python"☆74Updated 2 years ago
- ☆24Updated 6 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆49Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 8 months ago
- This repository houses all source code, Jupyter Notebooks and related materials necessary to follow and collaborate on Quant Research con…☆29Updated 2 years ago
- This repo is for my articles published on Medium.com☆15Updated last year
- Backtest result archive for Momentum Trading Strategies☆47Updated 5 years ago