databento / databento-python
The official Python client library for Databento
☆141Updated last week
Related projects ⓘ
Alternatives and complementary repositories for databento-python
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆121Updated 6 months ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for f…☆153Updated this week
- Get meaningful OHLCV datasets☆75Updated this week
- Real-time & historical data API for US stocks and options☆58Updated 4 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆184Updated this week
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆89Updated this week
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆141Updated this week
- A Collection of public tutorials published in the qubitquants.pro blog☆57Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆212Updated 6 months ago
- Option visualization python package☆143Updated 10 months ago
- Macrosynergy Quant Research☆105Updated this week
- To classify trades into buyer- and seller-initiated.☆128Updated last year
- A collection of homeworks of market microstructure models.☆210Updated 6 years ago
- some zipline data bundles☆60Updated 10 months ago
- The official C++ client library for Databento☆29Updated last week
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆112Updated 10 months ago
- ☆89Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆233Updated 9 months ago
- Option and stock backtester / live trader☆243Updated last week
- Python Financial ENGineering (PyFENG package in PyPI.org)☆151Updated this week
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆87Updated 6 months ago
- Automatically generated reports and diagnostics of interest to futures traders☆47Updated this week
- ☆208Updated 9 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆155Updated 2 years ago
- Vectorized backtester and trading engine for QuantRocket☆204Updated 3 months ago
- ☆310Updated 9 months ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆122Updated 4 years ago
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆240Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆73Updated 6 years ago