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.
☆26Updated 2 years ago
Alternatives and similar repositories for Pynaissance
Users that are interested in Pynaissance are comparing it to the libraries listed below
Sorting:
- By means of stochastic volatility models☆44Updated 5 years ago
- Different quantitative trading models research☆54Updated 10 months ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆19Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- ☆65Updated 2 years ago
- ☆25Updated 7 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
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- ☆41Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Research and Backtests I have been working on...enjoy☆71Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- Design your own Trading Strategy☆39Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆51Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- ☆47Updated 2 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆24Updated 6 years ago
- Algorithmic multi-greek hedges using Python☆21Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 7 years ago