QuantConnect / Research
Open sourced research notebooks by the QuantConnect team.
☆566Updated 9 months ago
Alternatives and similar repositories for Research:
Users that are interested in Research are comparing it to the libraries listed below
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆917Updated last year
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆565Updated 10 months ago
- Resources for Quantitative Finance☆700Updated 9 months ago
- A framework for quantitative finance In python.☆767Updated last year
- Sources codes for: Mastering Python for Finance, Second Edition☆413Updated 3 months ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆543Updated this week
- Backtest and live trading in Python☆568Updated 8 months ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆574Updated last week
- A nimble options backtesting library for Python☆1,044Updated 7 months ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆865Updated 10 months ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆513Updated last month
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆702Updated 4 years ago
- Quantitative Finance book☆570Updated 10 months ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆360Updated 11 months ago
- Quantitative Finance tools☆513Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,650Updated 4 months ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆396Updated 4 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆738Updated last year
- Quantitative finance research tools in Python☆414Updated 2 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆297Updated last week
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,103Updated 4 years ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆777Updated last year
- PyTrendFollow - systematic futures trading using trend following☆388Updated 6 years ago
- ☆282Updated last year
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆367Updated last year
- Cython QuantLib wrappers☆1,055Updated 7 months ago
- Top training materials in quantitative finance☆404Updated 5 months ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆404Updated 10 months ago
- Quantitative Finance and Algorithmic Trading☆335Updated 9 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆703Updated 3 months ago