cswaney / prickleLinks
A Python toolkit for high-frequency trade research.
☆42Updated 7 years ago
Alternatives and similar repositories for prickle
Users that are interested in prickle are comparing it to the libraries listed below
Sorting:
- ☆36Updated 8 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆44Updated 7 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- ☆24Updated 5 years ago
- ☆27Updated 6 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- Code for getting implied volatility in Python☆27Updated 8 years ago
- finance☆43Updated 8 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Root-finding algos, Black-Scholes and trees with Python☆44Updated 11 years ago
- ☆36Updated 7 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- α collection of resources for people interested in quant finance☆53Updated 6 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆23Updated 7 years ago
- ☆44Updated last year
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆70Updated 6 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Machine Learning for Quantitative Finance☆24Updated 7 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆110Updated 8 years ago