Alternatives and similar repositories for flexfolio:

Users that are interested in flexfolio are comparing it to the libraries listed below

• tschm / cs
  my talk for credit suisse
  ☆38Updated last week
• 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 10 months ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• neilsmurphy / sharadar-download-manager
  a Python tool for downloading sharadar data from Quandl.
  ☆10Updated 2 years ago
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆34Updated 2 years ago
• westonplatter / ibdatafetcher
  Fetch data (futures, stock, coming next => options) from IBKR for local use.
  ☆17Updated 3 years ago
• ClimberMel / ib_tools
  Tools to work with Interactive Brokers using ib_insync
  ☆21Updated 2 months ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆75Updated 6 years ago
• vollib / py_lets_be_rational
  ☆53Updated 8 months ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆56Updated 11 months ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆60Updated last year
• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆29Updated 4 years ago
• kurupjayesh / Dispersion-Trading-using-Options
  Dispersion Trading using Options
  ☆32Updated 7 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆61Updated 3 years ago
• deltaray-io / ib_dl
  Historical market data downloader using Interactive Brokers TWS
  ☆58Updated 5 years ago
• nife8975 / Trendline_Tools
  Tools to calculate and plot support/resistance lines for OHLC datasets
  ☆26Updated 6 years ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆43Updated 7 years ago
• dougransom / vix_utils
  vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …
  ☆49Updated 9 months ago
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆46Updated last year
• nathanramoscfa / pyfinlab
  Financial applications focusing on portfolio management for Python
  ☆16Updated 2 years ago
• 11bblandin / quantfiction
  Notebooks and stuff from quantfiction.com
  ☆37Updated 4 years ago
• Prograsaur / ib-historical-data
  Interactive Brokers TWS API -- Historical data downloader
  ☆55Updated 6 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆43Updated 4 years ago
• MislavSag / trademl
  The goal of the project is to build algorithmic trading system.
  ☆26Updated 4 years ago
• Bobbakov / orderGenerator
  This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…
  ☆29Updated 2 years ago
• theoptionlab / theoptionlab
  The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…
  ☆56Updated 2 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆79Updated 2 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• spawnaga / ES_futures_options
  ☆4Updated 3 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago