Alternatives and similar repositories for qj_public_code

Users that are interested in qj_public_code are comparing it to the libraries listed below

• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆191Updated last year
• OptionsnPython / Option-strategies-backtesting-in-Python
  Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
  ☆157Updated 4 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆136Updated last year
• gaugau3000 / mc_sim_fin
  Montecarlo simulations/analysis for finance (equity simulator)
  ☆48Updated 2 years ago
• sap215 / ETFConstituentExtractor
  This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.
  ☆25Updated this week
• maread99 / market_analy
  Analysis of financial instruments
  ☆75Updated 2 weeks ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆81Updated last year
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆42Updated 2 years ago
• marketneutral / pairs-trading-with-ML
  ☆216Updated 8 years ago
• sap215 / StatArbPairsTrading
  This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…
  ☆68Updated last year
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆163Updated 2 weeks ago
• ZachLiuGIS / stock_extractor
  General Purpose Stock Extractors from Online Resources
  ☆51Updated 3 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆47Updated 2 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆94Updated 2 years ago
• AlainDaccache / Quantropy
  Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…
  ☆172Updated last year
• rodler / quantinsti_statarb
  ☆65Updated 2 years ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆159Updated 2 weeks ago
• quantbelt / jupyter-quant
  A dockerized Jupyter quant research environment.
  ☆224Updated last week
• hudson-and-thames / backtest_tutorial
  ☆146Updated last year
• sofienkaabar / mastering-financial-pattern-recognition
  The Official Repository of Mastering Financial Pattern Recognition
  ☆156Updated 2 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆197Updated 3 months ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆125Updated last year
• sumilk / algo_trading
  ☆142Updated 2 years ago
• saeed349 / Advances-in-Financial-Machine-Learning
  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
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆74Updated 2 years ago
• sirnfs / OptionSuite
  Option and stock backtester / live trader
  ☆277Updated last year
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆154Updated 3 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆135Updated 6 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆97Updated 5 years ago
• zcakhaa / Deep-Learning-in-Quantitative-Trading
  This code is for the book
  ☆362Updated 9 months ago