Robot-Wealth / trader-talesLinks
☆78Updated 5 months ago
Alternatives and similar repositories for trader-tales
Users that are interested in trader-tales are comparing it to the libraries listed below
Sorting:
- Simple Risk Premia Strategy☆36Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- ☆82Updated 2 years ago
- Quantamental finance research with python☆149Updated 3 years ago
- ☆63Updated 2 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 4 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- ☆24Updated 6 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- ☆42Updated 2 years ago
- Research Repo (Archive)☆74Updated 4 years ago
- Design of Risk Parity Portfolios☆114Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆166Updated last month
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- A collection of scripts for modelling financial markets & options in R.☆56Updated 5 months ago
- Macrosynergy Quant Research☆147Updated last week
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆166Updated 5 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆169Updated 3 years ago
- Website dedicated to a book on machine learning for factor investing☆226Updated last year
- To classify trades into buyer- and seller-initiated.☆145Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆124Updated 3 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- Probability of Backtest Overfitting in Python☆127Updated 2 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆159Updated last year