Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
☆89Feb 9, 2026Updated 2 weeks ago
Alternatives and similar repositories for quant_research
Users that are interested in quant_research are comparing it to the libraries listed below
Sorting:
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆22Mar 7, 2024Updated last year
- Deep Q-Learning Applied to Algorithmic Trading☆28Jun 10, 2025Updated 8 months ago
- The annual coding competition hosted by Optiver in collaboration with LSE☆18Jul 18, 2022Updated 3 years ago
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆23Nov 1, 2023Updated 2 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆36Dec 5, 2022Updated 3 years ago
- ☆36Mar 28, 2023Updated 2 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- Template for machine learning projects.☆12Jul 22, 2023Updated 2 years ago
- This project uses Deep Reinforcement Learning (DRL) to develop and evaluate stock trading strategies. By implementing agents like PPO, A2…☆95Jun 28, 2024Updated last year
- Professional Backtesting Engine for crypto, stocks and forex☆68Jun 4, 2025Updated 8 months ago
- Full code for my Medium article on how I code a simple Python Stock Screen.☆13Apr 17, 2024Updated last year
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆12Jan 22, 2023Updated 3 years ago
- Detecting Drift in a Diabetes Dataset using Taipy☆12May 19, 2025Updated 9 months ago
- I created some notebooks about different concepts of financial engineering☆10Sep 28, 2025Updated 4 months ago
- Step by step tutorial for predicting stock price using Machine Learning algos☆29Apr 7, 2024Updated last year
- Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.☆11Sep 18, 2022Updated 3 years ago
- 2017 金融投資與程式交易 (中山財管)☆13Jan 18, 2018Updated 8 years ago
- Pairs Trading using Unsupervised Clustering and Deep Reinforcement Learning☆11Aug 19, 2023Updated 2 years ago
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- DeepLOB Implementation on Bitcoin Perpetual Data☆28Aug 7, 2023Updated 2 years ago
- everything quantitative finance related☆25Oct 8, 2020Updated 5 years ago
- A library of quantiative algorithms for algorithmic trading implemented with Python☆95Feb 3, 2022Updated 4 years ago
- Qwen Trading Bot, Qwen Crypto Trader, Qwen AI Trading System, Qwen AI Trader, Qwen Automated Trading, Qwen Arbitrage Bot, Qwen Algorithmi…☆15Nov 6, 2025Updated 3 months ago
- ☆11Mar 12, 2021Updated 4 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- ☆35Jun 13, 2025Updated 8 months ago
- Little Book of R for Bayesian Statistics☆24Oct 31, 2017Updated 8 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆87Feb 25, 2024Updated 2 years ago
- Automated stock trading demos and tools.☆14Apr 24, 2018Updated 7 years ago
- ☆30Jun 6, 2025Updated 8 months ago
- [deprecated] U.S. public financial analysis tools using pandas.☆14Jan 8, 2022Updated 4 years ago
- Economic indicators using Python and APIs☆16May 11, 2023Updated 2 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆20May 25, 2023Updated 2 years ago
- Python beta calculator that retrieves stock and market data and provides linear regressions.☆14Dec 23, 2025Updated 2 months ago
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- ☆16Mar 15, 2018Updated 7 years ago
- Simulated markets based on Zero-Intelligence agent☆19Jun 12, 2020Updated 5 years ago
- Jupyter notebooks for analysis of US federal debt, tax revenues, GDP, budget deficit, evolution of yields on treasury borrowings, treasur…☆76Updated this week
- Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL U…☆45Nov 25, 2022Updated 3 years ago