Alternatives and similar repositories for Alpha-Quant-Course

Users that are interested in Alpha-Quant-Course are comparing it to the libraries listed below

• SpencerPao / Quantitative_Strategies
  This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.
  ☆192Updated 2 years ago
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆30Updated 6 months ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆140Updated last year
• Quantreo / 2nd-edition-BOOK-AMAZON-Python-for-Finance-and-Algorithmic-Trading
  ☆203Updated last year
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆195Updated last year
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆164Updated 2 weeks ago
• clfrenchgit / gdax-bot
  HFT signals on GDAX
  ☆114Updated 8 years ago
• OptionsnPython / Option-strategies-backtesting-in-Python
  Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
  ☆162Updated 4 years ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆281Updated this week
• TheQuantPy / youtube-tutorials
  Collection of resources used on QuantPy YouTube channel.
  ☆269Updated last month
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆67Updated 9 months ago
• chenenen13 / Trading-Strategies
  ☆86Updated last year
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆166Updated last week
• SparkAbhi / SignalProcessingWithPython
  Signal processing examples in python
  ☆161Updated 5 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆75Updated 5 years ago
• hudson-and-thames / backtest_tutorial
  ☆153Updated 2 years ago
• Apress / Quantitative-Trading-Strategies-Using-Python
  Original source code for Quantitative Trading Strategies Using Python
  ☆82Updated last year
• daehkim / pair-trading
  CS7641 Team project
  ☆97Updated 5 years ago
• Quantreo / UDEMY-Algorithmic-Trading-with-Python-MACHINE-LEARNING-strategies
  ☆83Updated 4 years ago
• pyquantnews / PyQuant-Newsletter
  Code notebooks from the PyQuant Newsletter
  ☆54Updated this week
• sofienkaabar / the-book-of-trading-strategies
  Source Codes for the Book of Trading Strategies
  ☆181Updated 3 years ago
• sofienkaabar / trend-following-strategies
  Official Repository
  ☆133Updated 4 years ago
• financialnoob / pairs_trading
  experiments with pair trading
  ☆332Updated last year
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆276Updated 7 years ago
• s0ap / gs-quantitative-strategies-research-notes
  Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
  ☆355Updated 2 months ago
• eightsmile / cqf
  The CQF resources and my learning records
  ☆212Updated last year
• ArturSepp / QuantInvestStrats
  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …
  ☆488Updated 2 weeks ago
• sofienkaabar / mastering-financial-pattern-recognition
  The Official Repository of Mastering Financial Pattern Recognition
  ☆157Updated 3 years ago
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆252Updated 7 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆201Updated 3 weeks ago