amirsani / pySharpeRratio
A moment-free estimator of the Sharpe (signal-to-noise) ratio.
☆12Updated 2 years ago
Alternatives and similar repositories for pySharpeRratio:
Users that are interested in pySharpeRratio are comparing it to the libraries listed below
- Using Particle Markov Chain Monte Carlo☆32Updated 4 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 2 years ago
- Python interface to Bloomberg COM APIs☆53Updated 9 years ago
- The Thalesians' LaTeX library☆11Updated 11 months ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 7 years ago
- Extensible Algo-Trading Python Package.☆21Updated last year
- ☆14Updated 9 years ago
- Simple wrapper and a command-line tool for Bloomberg's OpenFIGI API.☆28Updated 3 years ago
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆10Updated 8 years ago
- finance☆43Updated 7 years ago
- Monkey patches to grease the Interactive Brokers Python API☆17Updated 6 years ago
- Brief python code to analyze asset allocation.☆17Updated 10 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Distributed Trading Platform☆12Updated 6 years ago
- Small project for rebalancing an investment portfolio by allocating funds to realize specified targets☆26Updated 2 years ago
- Presentation for QuantCon 2016☆11Updated 8 years ago
- Basic python libraries for building technical indicators and trading signals☆16Updated 7 years ago
- Walk through of Michael Halls-Moore's "Success Algorithmic Trading" Ebook☆18Updated 2 years ago
- A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com☆51Updated 10 years ago
- Code for researching and backtesting pairs trading☆24Updated 14 years ago
- ☆14Updated 11 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Tries to predict if a stock will rise or fall with a certain percentage through giving probabilities of what events it thinks will happen…☆25Updated 7 years ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆15Updated 8 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆35Updated 8 years ago
- Technical Analysis Indicators Collection☆20Updated this week
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 8 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆20Updated 7 years ago