bcdannyboy / STOC-D
STOC'D: Stochastic Trade Optimization for Credit Derivatives
☆33Updated 2 months ago
Alternatives and similar repositories for STOC-D:
Users that are interested in STOC-D are comparing it to the libraries listed below
- Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing☆31Updated this week
- ☆43Updated 2 months ago
- ☆137Updated last year
- algorithmic trading using machine learning☆142Updated this week
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆61Updated 10 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆61Updated 4 years ago
- Analysis of financial instruments☆67Updated this week
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆57Updated 5 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆231Updated this week
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆20Updated 3 weeks ago
- ☆31Updated 4 months 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…☆37Updated 10 months ago
- A sentiment analyzer package for financial assets and securities utilizing GPT models.☆122Updated 5 months ago
- HFT signals on GDAX☆47Updated 7 years ago
- Real-time & historical data API for US stocks and options☆59Updated 6 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆174Updated 11 months ago
- A repository of demonstrations, from the twitter threads here: https://twitter.com/DrDanobi☆55Updated last year
- ☆46Updated 2 years ago
- A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.☆50Updated last month
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆94Updated 8 months ago
- A System for Selling 0-DTE SPX Options☆16Updated 5 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆28Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆148Updated this week
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆136Updated 7 months ago
- System for Testing Statistical Arbitrage Strategy☆14Updated 8 months ago
- A python library for computing technical analysis indicators on streaming data.☆82Updated last month
- ☆27Updated this week