drquant / Python_Finance
Computational Finance related Python Code
☆28Updated 9 years ago
Alternatives and similar repositories for Python_Finance:
Users that are interested in Python_Finance are comparing it to the libraries listed below
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 7 years ago
- This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…☆54Updated 10 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆69Updated 9 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 8 years ago
- Machine Learning for Financial Market Prediction☆58Updated 6 years ago
- basic Python Finance Package☆104Updated 7 years ago
- ☆24Updated 8 years ago
- ☆193Updated 4 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆73Updated 3 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 8 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com☆51Updated 10 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆43Updated 7 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Python interface to Bloomberg COM APIs☆53Updated 10 years ago
- ☆45Updated 7 years ago
- ☆27Updated 6 years ago
- Sample algorithmic trading strategies☆30Updated 11 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 8 years ago
- Providing financial analysis tools to the Python open-source community.☆65Updated 11 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54Updated 9 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆113Updated 7 years ago
- Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios☆22Updated 10 years ago
- ☆16Updated 8 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆35Updated 8 years ago
- Fama French 3 Factor Model☆40Updated 9 years ago