Roshanmahes / Quant-Finance
Some notebooks with powerful trading strategies.
☆89Updated 4 years ago
Alternatives and similar repositories for Quant-Finance:
Users that are interested in Quant-Finance are comparing it to the libraries listed below
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆130Updated 4 years ago
- Source Codes for the Book of Trading Strategies☆172Updated 3 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some …☆123Updated 3 years ago
- Code and data for my blogs☆92Updated 4 years ago
- Official Repository☆123Updated 3 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- Options Trader written in Python based off the ib_insync library.☆48Updated last year
- Python Implementations of popular Algorithmic Trading Strategies☆116Updated 2 months ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆67Updated 4 years ago
- A guide to using the Interactive Brokers API with the Python ib_insync library☆86Updated 3 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆53Updated 2 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆124Updated 5 years ago
- Dispersion Trading using Options☆32Updated 8 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆127Updated 2 years ago
- integrate backtrader with interactive brokers☆45Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- ATR, SuperTrend, Heiken Ashi, Renko☆168Updated 7 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆109Updated 11 months ago
- Different quantitative trading models research☆52Updated 3 months ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- ☆58Updated 2 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆61Updated 3 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆66Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆71Updated 7 years ago
- CS7641 Team project☆93Updated 4 years ago
- Example of adaptive trend following strategy based on Renko☆121Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆116Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago