QuantConnect / LeanReportCreatorLinks
Create beautiful HTML/PDF reports for sharing your LEAN backtest and live trading results.
☆27Updated 5 years ago
Alternatives and similar repositories for LeanReportCreator
Users that are interested in LeanReportCreator are comparing it to the libraries listed below
Sorting:
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- Automates IB Gateway start, stopping and restarting.☆117Updated 2 months ago
- Python driver for MarketStore☆111Updated last year
- Modular trading models with Interactive Brokers and backtester in Python☆122Updated 5 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆131Updated 2 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆117Updated 4 months ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆373Updated last year
- Forex & Equities Trading Strategies using Machine Learning, Deep Learning and Statistical Techniques☆99Updated 6 years ago
- QuantConnect Wiki Style Documentation Behind QuantConnect☆199Updated this week
- Algo execution engine☆92Updated 9 years ago
- Python code for Quantopian online backtester☆53Updated 11 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- ☆106Updated 8 years ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆127Updated 6 years ago
- ☆126Updated 6 years ago
- This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive …☆67Updated 4 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- ATR, SuperTrend, Heiken Ashi, Renko☆170Updated 7 years ago
- Repository of demo strategies for the Blueshift platform☆169Updated 2 years ago
- Example of adaptive trend following strategy based on Renko☆120Updated 5 years ago
- Technical Analysis Library Time-Series☆153Updated last month
- Library of algorithm scripts for Quantopian☆180Updated 6 years ago
- Algorithmic trading infrastructure in Python.☆98Updated 7 years ago
- Intrinio Python SDK for Real-Time Stock Prices☆89Updated 2 months ago
- Pipeline Extension for Live Trading☆207Updated last year
- QSTrader☆133Updated 6 years ago