QuantJourneyOrg / qj_public_codeLinks
Quant Journey Public Files
☆19Updated 2 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:
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆118Updated last year
- ☆41Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆34Updated 2 years ago
- A python library for testing and optimizing trading strategies.☆49Updated 9 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆47Updated last month
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- Dαrwinex Alpha Team's Open Source R&D Pipeline for DARWIN Portfolio Management: The Mendel Framework, in Python 3 (www.darwinex.com)☆22Updated 4 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆35Updated 2 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆14Updated last year
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆55Updated 2 months ago
- ☆51Updated 5 months ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- This repository is an advanced version of the MBATS infrastructure that you can use to provision Google Cloud and CloudFlare services so …☆29Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆18Updated 2 years ago
- Load & Query Stock Data Using OpenBB & ArcticDB☆23Updated last year
- ☆40Updated 4 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 8 months ago
- A Streamlit dashboard for creating relative rotation graphs using the OpenBB Platform.☆37Updated 3 months ago
- The toolbox for developing systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting…☆16Updated 4 months ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago
- Introductory tutorial for Moonshot demonstrating data collection, universe selection, and backtesting of an end-of-day momentum strategy.☆9Updated 4 months ago
- ☆33Updated 3 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆70Updated 2 years ago
- This is the current Quantiacs toolbox which includes the backtester for developing and testing trading algorithms.☆72Updated last week
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 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…☆40Updated last year