This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantitative trading strategies on financial time series data, and can be used to generate buy/sell signals based on the outputs of those strategies.
☆24Feb 8, 2024Updated 2 years ago
Alternatives and similar repositories for Multi-Strategy-Quant-System
Users that are interested in Multi-Strategy-Quant-System are comparing it to the libraries listed below
Sorting:
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- Financial Machine Learning Repository☆11Apr 25, 2024Updated last year
- Algo Trade Multicharts Repo☆11Aug 23, 2020Updated 5 years ago
- My own implementation of an algorithmic trader in OCaML☆12Aug 3, 2014Updated 11 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆22Mar 7, 2024Updated last year
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated last year
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆23Nov 1, 2023Updated 2 years ago
- ☆22Jan 5, 2018Updated 8 years ago
- An example to demo how to program a dll for MultiCharts☆24Mar 24, 2019Updated 6 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Nov 21, 2021Updated 4 years ago
- This repository houses all source code, Jupyter Notebooks and related materials necessary to follow and collaborate on Quant Research con…☆31Jan 26, 2022Updated 4 years ago
- ☆11Mar 27, 2024Updated last year
- An algorithm that intelligently executes a crypto order over time via Coinbase☆12Oct 26, 2021Updated 4 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Dec 17, 2020Updated 5 years ago
- Implements different approaches to tactical and strategic asset allocation☆44Dec 23, 2024Updated last year
- This repository contains a backend service for fetching VIX index futures data using the vix_index_futures.py library. The app.py script …☆14Mar 19, 2023Updated 2 years ago
- The annual coding competition hosted by Optiver in collaboration with LSE☆18Jul 18, 2022Updated 3 years ago
- TEJ_API_Python_實戰應用☆12Dec 26, 2024Updated last year
- presents an in-depth exploration of a cutting-edge trading architecture that combines the predictive power of Long Short-Term Memory (LST…☆14Mar 13, 2025Updated 11 months ago
- Python functionality for getting different data from Bloomberg: prices, implied vols, fundamentals☆14Aug 7, 2025Updated 6 months ago
- Quick exercise for utilizing Async functions and fireBase to build scalable R Shiny Apps.☆10Dec 25, 2020Updated 5 years ago
- On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backt…☆14Jul 20, 2024Updated last year
- ☆28Jan 21, 2026Updated last month
- A python class to extract current and historical data from famous Yahoo Finance API☆12Feb 28, 2019Updated 7 years ago
- Some example code☆12Jul 23, 2024Updated last year
- Implementation of PIN ( Probability of Informed trading) on A-Share daily public data (based on Yan Y, Zhang S. An improved estimation me…☆41Aug 19, 2020Updated 5 years ago
- Python app for black-litterman portfolio optimisation☆10Dec 8, 2022Updated 3 years ago
- 新一代API課程範例☆18Jul 15, 2025Updated 7 months ago
- .NET Samples for QuickFIXn library and Spotware FIX API☆14May 23, 2022Updated 3 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Dec 23, 2023Updated 2 years ago
- ☆55Feb 17, 2023Updated 3 years ago
- Sensibull Realtime Option-chain Data: To empower your trading strategies with real-time options data for Algo-Trading and Scalping 🔥📈☆60Oct 10, 2025Updated 4 months ago
- A Python package for PME (Public Market Equivalent) calculation☆13Jan 16, 2026Updated last month
- Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API☆47Mar 6, 2023Updated 2 years ago
- ☆14Jun 18, 2024Updated last year
- A backtester written in python with NumPy and Pandas, showcasing Dollar-Cost-Averaging (DCA) and DCA with portfolio rebalancing.☆11Nov 29, 2020Updated 5 years ago
- ☆12Jul 28, 2019Updated 6 years ago
- A simple tool to help traders manage risk by calculating the margin requirements and potential profit/loss before opening a trading posit…☆13Mar 25, 2023Updated 2 years ago
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆12Jan 22, 2023Updated 3 years ago