bsolomon1124 / pyfinance
Python package designed for general financial and security returns analysis.
☆331Updated last year
Alternatives and similar repositories for pyfinance:
Users that are interested in pyfinance are comparing it to the libraries listed below
- Quantitative finance research tools in Python☆414Updated 2 years ago
- Calendars for various securities exchanges.☆635Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆238Updated last year
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆351Updated 6 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆367Updated last year
- Fast and scalable construction of risk parity portfolios☆294Updated 9 months ago
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆465Updated 3 years ago
- A backtester and spreadsheet library for stocks and ETFs☆280Updated last week
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆811Updated 3 years ago
- Toolkit for integration and analysis☆420Updated 2 years ago
- ezIBpy, a Pythonic Client for Interactive Brokers API☆331Updated 2 years ago
- portfolio construction and quantitative analysis☆140Updated 9 years ago
- pandas wrapper for Bloomberg Open API☆245Updated 2 months ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated 2 years ago
- Quantitative Finance and Algorithmic Trading☆335Updated 9 years ago
- Basic options pricing in Python☆313Updated 10 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆230Updated 2 years ago
- ☆320Updated last year
- A tool that allows you to visually compare the fundamentals of over 6,000 companies.☆332Updated 2 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆297Updated last week
- Performance analysis of predictive (alpha) stock factors☆366Updated 5 months ago
- PyTrendFollow - systematic futures trading using trend following☆388Updated 6 years ago
- Quant DSL☆351Updated 6 years ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆777Updated last year
- Plotting addon for backtrader to support Bokeh (and maybe more)☆485Updated last year
- Mostly experiments based on "Advances in financial machine learning" book☆547Updated 4 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,344Updated 7 months ago
- An intuitive Bloomberg API☆260Updated 2 months ago
- High level API for access to and analysis of financial data.☆153Updated last month
- An open source library for portfolio optimisation☆357Updated last year