QuantInsti / EPATLinks
☆38Updated 3 years ago
Alternatives and similar repositories for EPAT
Users that are interested in EPAT are comparing it to the libraries listed below
Sorting:
- ☆41Updated 4 years ago
- ☆65Updated 2 years ago
- ☆25Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- ☆73Updated 3 years ago
- ☆54Updated 7 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Generate various Alternative Bars both historically and at real-time.☆36Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Python code given in book Trading Pairs by Anjana Gupta.☆22Updated 4 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆79Updated 2 years ago
- Repository of Python for Finance Cookbook, published by Packt☆86Updated 4 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆150Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Repository of demo strategies for the Blueshift platform☆173Updated 3 weeks ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago