conquerv0 / PynaissanceLinks
A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.
☆28Updated 2 years ago
Alternatives and similar repositories for Pynaissance
Users that are interested in Pynaissance are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆63Updated 6 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
- ☆25Updated 7 years ago
- Different quantitative trading models research☆55Updated last year
- ☆65Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- ☆52Updated 2 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- ☆21Updated 2 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆72Updated last year
- Stock and Forex market prediction using ML and time-series modelling☆39Updated 7 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆19Updated 5 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆57Updated 4 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆80Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆47Updated 7 years ago
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆59Updated 7 years ago
- Developing a trend following model using futures☆38Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆22Updated last year
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- ☆36Updated 8 years ago
- Some notebooks with powerful trading strategies.☆97Updated 5 years ago
- quantitative - Quantitative finance back testing library☆66Updated 6 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆70Updated 3 years ago