fabmaccallini / ehlersLinks
☆27Updated last year
Alternatives and similar repositories for ehlers
Users that are interested in ehlers are comparing it to the libraries listed below
Sorting:
- R implementation of Ralph Vince's Leverage Space Portfolio Model☆21Updated 9 years ago
- ☆95Updated 2 months ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 7 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆111Updated 6 years ago
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.☆121Updated 3 years ago
- Simple Risk Premia Strategy☆38Updated 4 years ago
- Code samples for The Gateway.☆51Updated 7 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- ☆45Updated 8 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆160Updated last week
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆123Updated 6 years ago
- ☆24Updated 9 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- ☆300Updated 2 years ago
- portfolio construction and quantitative analysis☆144Updated 10 years ago
- This repository contains code used for my blog.☆84Updated 8 years ago
- Systematic Investor Toolkit☆489Updated 2 years ago
- By applying various machine-learning Techniques and creating Quantopian Tradin Stratigies☆19Updated 3 years ago
- Python implementation of the Johansen test for cointegration☆47Updated last year
- Website dedicated to a book on machine learning for factor investing☆236Updated 2 years ago
- The Thalesians' Python library☆64Updated 9 years ago
- Utilities for automation of Trading System Synthesis and Boosting (TSSB)☆28Updated 12 years ago
- Automatically generated reports and diagnostics of interest to futures traders☆62Updated this week
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆142Updated 4 months ago
- Productivity Tools for Plotly + Pandas☆16Updated 7 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 7 months ago
- ☆195Updated 5 years ago