chrism2671 / PyTrendFollow
PyTrendFollow - systematic futures trading using trend following
☆377Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for PyTrendFollow
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆360Updated last year
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆363Updated last year
- Backtest and live trading in Python☆531Updated 5 months ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆319Updated 7 months ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆560Updated this week
- Option and stock backtester / live trader☆242Updated last week
- Quantitative finance research tools in Python☆414Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆485Updated this week
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆454Updated 2 years ago
- A backtester and spreadsheet library for security analysis.☆270Updated this week
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated last year
- experiments with pair trading☆255Updated 3 weeks ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆179Updated last year
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆413Updated last year
- low code backtesting library utilizing pandas and technical analysis indicators☆377Updated 7 months ago
- Automatically identifies support and resistance lines on a stock chart using reversal points, displays candlestick chart.☆280Updated last year
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆884Updated last year
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆827Updated 6 months ago
- ☆310Updated 8 months ago
- A nimble options backtesting library for Python☆1,001Updated 4 months ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆343Updated 6 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆287Updated 2 months ago
- Open sourced research notebooks by the QuantConnect team.☆521Updated 6 months ago
- GPU-accelerated Factors analysis library and Backtester☆646Updated 11 months ago
- Portfolio and risk analytics in Python☆389Updated last month
- ☆207Updated 7 years ago
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆536Updated 7 months ago
- Using data analytics alongside popular trading strategies and indicators, to identify best trading actions based solely on the price acti…☆268Updated 9 months ago
- A framework for quantitative finance In python.☆685Updated last year
- Python Options Pricing Library☆264Updated 3 years ago