Alternatives and similar repositories for backtest_optimizer:

Users that are interested in backtest_optimizer are comparing it to the libraries listed below

• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆56Updated 11 months ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆36Updated 2 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆24Updated 7 months ago
• FranklinMa810 / Market-Microstructure
  ☆21Updated 5 years ago
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆40Updated 6 months ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 4 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆107Updated 10 months ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆39Updated 3 years ago
• 0xFaust12 / alt_data_factor_research
  ☆47Updated 5 months ago
• saeed349 / Advances-in-Financial-Machine-Learning
  Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…
  ☆38Updated last year
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated 2 months ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆38Updated 5 months ago
• gaugau3000 / mc_sim_fin
  Montecarlo simulations/analysis for finance (equity simulator)
  ☆34Updated last year
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆68Updated 2 weeks ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆60Updated 7 months ago
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆30Updated last year
• 10mohi6 / stock-pairs-trading-python
  stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
  ☆36Updated last year
• sap215 / ETFConstituentExtractor
  This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.
  ☆22Updated 2 months ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆43Updated 5 years ago
• jshellen / statarb
  ☆30Updated 3 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆50Updated 3 years ago
• Roh-codeur / mlfinlab-1
  ☆12Updated 2 years ago
• tschm / cs
  my talk for credit suisse
  ☆38Updated this week
• MiaDor12 / Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark
  Features and labels engineering of raw data of quotes of several stocks.
  ☆29Updated 5 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆60Updated last year
• ThomasWangWeiHong / Time-Series-Directional-Change-Analysis
  Python 3 source code for the implementation of the directional change analysis of financial time series data
  ☆29Updated last year
• alexbotsula / Price_direction_forecast
  ☆42Updated 5 years ago
• xhshenxin / Micro_Price
  ☆49Updated 3 years ago
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆46Updated last year
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆32Updated last year