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
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆125Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- ☆25Updated 7 years ago
- quantitative - Quantitative finance back testing library☆66Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆63Updated 6 years ago
- Repository of Python for Finance Cookbook, published by Packt☆87Updated 4 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆160Updated 4 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆163Updated 4 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
- Repository of demo strategies for the Blueshift platform☆174Updated 4 months ago
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆59Updated 7 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
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Code and data for my blogs☆91Updated 4 years ago
- ☆54Updated 7 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆37Updated 8 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- ☆75Updated 3 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- This repository have pyhton codes used in book - 'Python for Trading on Technical - A step towards systematic trading' by Authour Anjana …☆52Updated 4 years ago
- materials from past webinars☆43Updated 10 months ago
- Repository for teachings on Quant Finance☆50Updated 6 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- Source code for my personal blog☆198Updated this week
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆51Updated 3 years ago