aws-samples / quant-research
Quant Research projects using AWS
☆23Updated last month
Alternatives and similar repositories for quant-research
Users that are interested in quant-research are comparing it to the libraries listed below
Sorting:
- This is a codebase to initialize the underlying infrastructure and stacks needed for real time quantitative trading as well as the basic …☆28Updated last month
- Corporate Credit Rating Prediction with AWS SageMaker JumpStart☆22Updated last year
- This repo contains sample code and sample notebooks to illustrate how to work with Amazon FinSpace☆21Updated 3 months ago
- Uncovering Hidden Connections in Unstructured Financial Data using Amazon Bedrock and Amazon Neptune☆37Updated last month
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- ☆56Updated 7 months ago
- A collection of Jupyter Notebook Python files for collecting stock market data in an AWS RDS database.☆27Updated 3 years ago
- A financial blotter for trading FX and Futures☆23Updated 7 years ago
- ☆252Updated 2 years ago
- This is the current Quantiacs toolbox which includes the backtester for developing and testing trading algorithms.☆72Updated this week
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆52Updated 2 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆41Updated 11 months ago
- Machine learning strategy that trains the model using "everything and the kitchen sink": fundamentals, technical indicators, returns, pri…☆14Updated last year
- ☆36Updated 6 years ago
- 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…☆39Updated last year
- High Frequency Trading strategies.☆31Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆13Updated 3 months ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆48Updated 3 weeks ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆12Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- AI based alpha research for trading☆49Updated 2 years ago
- Python based open source quantitative trading platform development framework☆90Updated 9 months ago
- A library for portfolio optimization algorithms with python interface.☆30Updated 4 years ago
- Different quantitative trading models research☆52Updated 4 months ago
- Workshop to demonstrate how to apply NN based algorithms to stock market data and forecast price movements.☆129Updated 5 years ago
- General Purpose Stock Extractors from Online Resources☆48Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago