aarjaneiro / QtLean
A Qt GUI interface and build system for QuantConnect's Lean
☆15Updated 4 years ago
Alternatives and similar repositories for QtLean:
Users that are interested in QtLean are comparing it to the libraries listed below
- Interest-rate modeling and Fixed Income Pricing in Python☆11Updated 4 years ago
- exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical m…☆14Updated last year
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆16Updated 4 years ago
- Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions☆18Updated 8 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Example of order book modeling.☆56Updated 5 years ago
- ☆35Updated 7 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Package to build risk model for factor pricing model☆24Updated 9 months ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 4 years ago
- ☆24Updated 6 years ago
- An equity analysis on momentum factor investing.☆10Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆60Updated 2 years ago
- The goal of the project is to build algorithmic trading system.☆26Updated 4 years ago
- Options Trader written in Python based off the ib_insync library.☆51Updated last year
- Fixed income related calculations in Python☆20Updated 4 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆66Updated 2 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆57Updated 2 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- Tools to work with Interactive Brokers using ib_insync☆20Updated 3 months ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆62Updated last year
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆19Updated last year
- ☆21Updated 5 years ago
- Introductory tutorial for Moonshot demonstrating data collection, universe selection, and backtesting of an end-of-day momentum strategy.☆9Updated 2 months ago