denhartog / quantstart-backtesterLinks
☆47Updated 10 years ago
Alternatives and similar repositories for quantstart-backtester
Users that are interested in quantstart-backtester are comparing it to the libraries listed below
Sorting:
- portfolio construction and quantitative analysis☆140Updated 10 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆122Updated 6 years ago
- QSTrader☆131Updated 6 years ago
- ☆106Updated 8 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- Simple backtesting software for options☆184Updated 11 months ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆236Updated 2 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Machine learning end-to-end research and trade execution☆98Updated 4 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- An event-driven backtester☆107Updated 5 years ago
- Technical Analysis Library Time-Series☆154Updated last month
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆156Updated 7 years ago
- Quantopian Pairs Trading algorithm implementation.☆63Updated 7 years ago
- Python library for backtesting technical/mechanical strategies in the stock and currency markets☆102Updated 8 years ago
- Compute VIX and related volatility indices☆106Updated 7 months ago
- Python Implementations of popular Algorithmic Trading Strategies☆120Updated 6 months ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆123Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆242Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 years ago
- Python framework for real-time financial and backtesting trading strategies☆214Updated 9 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆32Updated last year
- ☆114Updated last year
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆263Updated 2 years ago
- A backtester and spreadsheet library for stocks and ETFs☆288Updated 2 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Option Calculator using Black-Scholes model and Binomial model☆171Updated 5 years ago
- Source code for my personal blog☆194Updated 4 months ago