StevenDowney86 / Public_Research_and_BacktestsLinks
Research and Backtests I have been working on...enjoy
☆71Updated 4 years ago
Alternatives and similar repositories for Public_Research_and_Backtests
Users that are interested in Public_Research_and_Backtests are comparing it to the libraries listed below
Sorting:
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Updated 4 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 6 years ago
- Source code for my personal blog☆195Updated 3 weeks ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆57Updated 6 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆80Updated 2 years ago
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆124Updated 3 years ago
- ☆74Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- ☆41Updated 4 years ago
- Official Repository☆133Updated 4 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- ☆216Updated 8 years ago
- ☆117Updated last year
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- ☆36Updated 8 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆51Updated 5 years ago
- ☆65Updated 2 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Updated 4 years ago
- AI based alpha research for trading☆51Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 7 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆81Updated last year
- ☆38Updated 3 years ago
- ☆25Updated 7 years ago