cuemacro / cufflinksLinks
Productivity Tools for Plotly + Pandas
☆16Updated 7 years ago
Alternatives and similar repositories for cufflinks
Users that are interested in cufflinks are comparing it to the libraries listed below
Sorting:
- pyEX + Zipline☆23Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated 2 years ago
- Download data from EOD historical data https://eodhd.com/ using Python, Requests and Pandas.☆103Updated last year
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Updated 4 years ago
- ☆107Updated 8 years ago
- Quantamental finance research with python☆154Updated 3 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆147Updated last year
- portfolio construction and quantitative analysis☆145Updated 10 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆125Updated 3 years ago
- quantitative - Quantitative finance back testing library☆66Updated 6 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆173Updated 7 years ago
- Performance Anayltics for Investment Portfolios☆49Updated 5 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆92Updated 8 months ago
- Teaching Resources for Cuemacro courses☆55Updated 9 months ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆160Updated 4 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Updated 2 years ago
- Trading Evolved book code☆82Updated 5 years ago
- Research and Backtests I have been working on...enjoy☆72Updated 4 years ago
- IB Python API related.☆23Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- ☆100Updated 4 months ago
- Documentation for QuantLib-Python☆116Updated last month
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 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
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- A python program to implement the discrete binomial option pricing model☆84Updated 3 years ago
- Contains the code for my financial machine learning articles☆50Updated 5 years ago
- some zipline data bundles☆66Updated 2 years ago
- Package for interacting with CME Datamine historical Market Data repository and Alternative Data source for CME Group Markets.☆71Updated 5 years ago
- Simple portfolio analysis and management.☆31Updated 4 years ago