databento / secdef-parser
Demo showing how to parse secdef files
☆16Updated 4 years ago
Alternatives and similar repositories for secdef-parser:
Users that are interested in secdef-parser are comparing it to the libraries listed below
- Probability of Backtest Overfitting☆48Updated 2 years ago
- Ilya Kipnis's package for performance reporting☆21Updated 9 years ago
- ☆33Updated 5 months ago
- Bitmex market microstructure analytics☆20Updated 3 years ago
- A collection of helpful polars plugins and functions for market data processing.☆39Updated 2 months ago
- Teaching Resources for Cuemacro courses☆53Updated this week
- ☆49Updated 10 months ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 7 years ago
- ☆40Updated 9 years ago
- Design of Risk Parity Portfolios☆107Updated 2 years ago
- Factor Expression + Historical Data = Factor Values☆29Updated last year
- Create and Parse NASDAQ Itch Messages in Python☆14Updated 4 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- ☆44Updated 8 months ago
- ☆17Updated 3 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 4 years ago
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆99Updated last week
- Package to build risk model for factor pricing model☆24Updated 6 months ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Visualize an order book using Perspective and the Gemini sandbox API.☆39Updated 3 years ago
- Digital Signal Trading (John Ehlers indicators)☆91Updated 6 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆60Updated 2 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆47Updated last year
- Code for various data snooping tests on financial time series.☆18Updated 9 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 3 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆54Updated last year
- Asynchronous financial data management☆21Updated 7 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆62Updated 6 months ago
- Limit Orderbook Replay/Analysis Library☆9Updated 6 years ago