ceastIU / Quantitative-Finance-Algorithmic-Trading-in-PythonLinks
Quantitative Finance & Algorithmic Trading in Python course of Udemy
☆11Updated 7 years ago
Alternatives and similar repositories for Quantitative-Finance-Algorithmic-Trading-in-Python
Users that are interested in Quantitative-Finance-Algorithmic-Trading-in-Python are comparing it to the libraries listed below
Sorting:
- Testing trading signals of commodity futures☆17Updated 5 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆13Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- ☆19Updated 8 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆16Updated 7 years ago
- Time-Series Momentum Strategies☆12Updated 7 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆14Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- ☆17Updated 3 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Updated 7 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- ☆25Updated 7 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- ☆24Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Plotting the Efficient Frontier in Python. Inspired by Markowitz Modern Portfolio Theory.☆18Updated 4 years ago
- Using Python and Tushare financial database☆28Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- A repository for portfolio allocation based on embedding data representation☆11Updated 7 months ago
- ☆23Updated 5 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆14Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- Option Strategy for Futures☆14Updated 5 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆18Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year