ftvision / quant_trading_echan_bookLinks
Notes for the Book Quantitative Trading by Ernie Chan
☆61Updated 8 years ago
Alternatives and similar repositories for quant_trading_echan_book
Users that are interested in quant_trading_echan_book are comparing it to the libraries listed below
Sorting:
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆141Updated last year
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆192Updated 2 years ago
- ☆215Updated 8 years ago
- CS7641 Team project☆97Updated 5 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆135Updated 4 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆50Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆162Updated 4 years ago
- A collection of homeworks of market microstructure models.☆276Updated 7 years ago
- ☆120Updated 3 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- Code and data for my blogs☆91Updated 4 years ago
- experiments with pair trading☆332Updated last year
- Quantamental finance research with python☆154Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆124Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- ☆65Updated 2 years ago
- Some notebooks with powerful trading strategies.☆97Updated 4 years ago
- ☆153Updated 2 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆164Updated 2 weeks ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆223Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- High-frequency statistical arbitrage☆243Updated 2 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆125Updated 3 years ago
- ☆49Updated 6 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆201Updated 3 weeks ago
- Option visualization python package☆159Updated 2 years ago
- Research Repo (Archive)☆74Updated 5 years ago