QuantJourneyOrg / qj_public_codeLinks
Quant Journey Public Files
☆20Updated 2 weeks 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:
- This is the current Quantiacs toolbox which includes the backtester for developing and testing trading algorithms.☆72Updated 3 weeks ago
- ☆42Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆120Updated last year
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆14Updated last year
- An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…☆49Updated last week
- Python API for accessing Lake high frequency tick trades & order book data☆47Updated 2 months ago
- algorithmic trading using machine learning☆149Updated 2 weeks ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- A python library for testing and optimizing trading strategies.☆51Updated 10 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆81Updated last month
- The toolbox for developing systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting…☆16Updated last week
- ☆52Updated 6 months ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆55Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- A python library for computing technical analysis indicators on streaming data.☆126Updated 2 months ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- Analysis of financial instruments☆74Updated this week
- Python library for building financial machine learning models.☆32Updated 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…☆40Updated last year
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 9 months ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆51Updated last week
- 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
- 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
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 11 months ago
- ☆40Updated 4 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- A Streamlit dashboard for creating relative rotation graphs using the OpenBB Platform.☆37Updated 4 months ago