QuantJourneyOrg / qj_public_codeLinks
Quant Journey Public Files
☆20Updated 3 months ago
Alternatives and similar repositories for qj_public_code
Users that are interested in qj_public_code are comparing it to the libraries listed below
Sorting:
- A python library for computing technical analysis indicators on streaming data.☆136Updated 6 months ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆24Updated 10 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆190Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆134Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆73Updated last year
- algorithmic trading using machine learning☆153Updated last month
- Montecarlo simulations/analysis for finance (equity simulator)☆48Updated 2 years ago
- Analysis of financial instruments☆75Updated 2 weeks ago
- A dockerized Jupyter quant research environment.☆220Updated this week
- Macrosynergy Quant Research☆160Updated last week
- ☆146Updated last year
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- ☆215Updated 8 years ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆68Updated last year
- ☆141Updated 2 years ago
- The Official Repository of Mastering Financial Pattern Recognition☆154Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆152Updated 4 years ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆41Updated last year
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆40Updated last year
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆96Updated 3 weeks ago
- Get meaningful OHLCV datasets☆91Updated 2 weeks ago
- ☆76Updated last year
- Option and stock backtester / live trader☆276Updated 11 months ago
- A simple, extendable, and clean backtesting framework for portfolio allocation problems (and more).☆69Updated 3 weeks ago
- Visualisation for auction market theory with live charts☆125Updated 5 years ago
- Official Repository☆129Updated 4 years ago
- Real-time & historical data API for US stocks and options☆63Updated last year
- Python library for asset pricing☆120Updated last year
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆42Updated 2 years ago