deltaray-io / strategy-library
📚 MesoSim's Strategy Library
☆9Updated 9 months ago
Alternatives and similar repositories for strategy-library:
Users that are interested in strategy-library are comparing it to the libraries listed below
- By means of stochastic volatility models☆43Updated 4 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- Hexital - Incremental Technical Analysis Library☆16Updated this week
- ☆21Updated 4 years ago
- ☆35Updated last year
- Quantitative Finance using python - Derivatives Pricing☆43Updated 6 years ago
- Financial Portfolio Optimization Algorithms☆52Updated 6 months ago
- This is the current Quantiacs toolbox which includes the backtester for developing and testing trading algorithms.☆60Updated this week
- 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 7 months ago
- This repository houses all source code, Jupyter Notebooks and related materials necessary to follow and collaborate on Quant Research con…☆29Updated 3 years ago
- Example of order book modeling.☆56Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆62Updated 2 months ago
- Performance tear sheets and backtest analysis for Moonshot☆36Updated last month
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆50Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆67Updated 4 years ago
- stores market data from cryptofeed to kdb+☆23Updated 3 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 6 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆47Updated last year
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆10Updated 9 months ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 9 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆54Updated last year
- archiving old code☆25Updated 7 years ago
- Time Series Prediction of Volume in LOB☆55Updated 9 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆55Updated 2 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆19Updated last year
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago