Alternatives and similar repositories for quant-research-env:

Users that are interested in quant-research-env are comparing it to the libraries listed below

• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆36Updated 2 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated 11 months ago
• rodler / quantinsti_statarb
  ☆58Updated 2 years ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆39Updated 3 years ago
• QuantInsti / EPAT
  ☆35Updated 3 years ago
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆34Updated 2 years ago
• ldt9 / PyOptionTrader
  Options Trader written in Python based off the ib_insync library.
  ☆47Updated last year
• QuhiQuhihi / regime_model
  detecting regime of financial market
  ☆35Updated 2 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• kurupjayesh / Dispersion-Trading-using-Options
  Dispersion Trading using Options
  ☆32Updated 7 years ago
• DmitryGubanov / portfolio-backtester
  A research/testing tool for stock trading strategies
  ☆33Updated 7 years ago
• sagarrathi / AlgoTrading
  This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive …
  ☆66Updated 3 years ago
• asad70 / Options-Max-Pain-Calculator
  A python command line tool to calculate options max pain for a given company symbol and options expiry date.
  ☆23Updated 2 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆63Updated 6 years ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆60Updated 8 months ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆61Updated last year
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆60Updated 2 years ago
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆46Updated last year
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• oronimbus / tactical-asset-allocation
  Implements different approaches to tactical and strategic asset allocation
  ☆31Updated 3 months ago
• aicheung / 0dte-trader
  Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.
  ☆51Updated 2 years ago
• linhnguyen215538 / Volatility-Study
  • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…
  ☆45Updated 4 years ago
• alexanu / Python_Trading_Snippets
  Collections of snippets for trading I find interesting
  ☆26Updated 2 months ago
• webn3ewbie / Economic-Data-Terminal
  ☆22Updated 2 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 3 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆54Updated last year
• ClimberMel / ib_tools
  Tools to work with Interactive Brokers using ib_insync
  ☆20Updated 2 months ago
• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆29Updated 4 years ago
• Quantreo / Algorithmic-trading-using-PRICE-ACTION-strategies
  ☆38Updated 3 years ago