czielinski / portfoliooptLinks
Financial Portfolio Optimization Routines in Python
☆310Updated 3 years ago
Alternatives and similar repositories for portfolioopt
Users that are interested in portfolioopt are comparing it to the libraries listed below
Sorting:
- Basic options pricing in Python☆314Updated 10 years ago
- Code that is (re)usable in in daily tasks involving development of quantitative trading strategies.☆320Updated 3 years ago
- portfolio construction and quantitative analysis☆142Updated 10 years ago
- Python project for real-time financial data collection, analyzing && backtesting trading strategies☆431Updated 10 years ago
- ezIBpy, a Pythonic Client for Interactive Brokers API☆333Updated 3 years ago
- Bloomberg Open API with pandas☆100Updated 4 years ago
- DEPRECATED Former Python version of Quantiacs toolbox and sample trading strategies. New toolbox available at: https://github.com/quantia…☆224Updated 4 years ago
- Fast and scalable construction of risk parity portfolios☆311Updated this week
- ☆195Updated 5 years ago
- Simple Python wrapper for the Python Open Bloomberg API☆104Updated 2 years ago
- Toolkit for integration and analysis☆428Updated 2 years ago
- Accompanying source codes for my book 'Mastering Python for Finance'.☆531Updated 3 years ago
- Quantitative finance research tools in Python☆437Updated 2 years ago
- Third party Interactive Brokers Python API generated from TWS C++ API using SWIG.☆161Updated 8 years ago
- Quantitative Finance and Algorithmic Trading☆380Updated 10 years ago
- High level API for access to and analysis of financial data.☆158Updated 6 months ago
- Python framework for real-time financial and backtesting trading strategies☆214Updated 9 years ago
- Python package designed for general financial and security returns analysis.☆335Updated 2 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆133Updated 4 years ago
- Quant DSL☆367Updated 7 years ago
- An open source library for portfolio optimisation☆364Updated last year
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆816Updated 3 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆123Updated 6 years ago
- TensorBoard as a Zipline dashboard☆107Updated 2 years ago
- Samples code demonstrating how to use IbPy to extract information from Interactive Brokers API☆73Updated 7 years ago
- Zipline-Live, a Pythonic Algorithmic Trading Library☆398Updated 2 years ago
- The Thalesians' Python library☆64Updated 9 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- generating quantopian scripts from multiple files in zipline☆54Updated 8 years ago