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

• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆71Updated 4 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆124Updated 5 years ago
• rodler / quantinsti_statarb
  ☆59Updated 2 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆78Updated 6 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• peng3738 / Selfstudy-note-for-advances-in-financial-machine-learning
  Notebook for <Advances in Financial Machine Learning> using Python 3.7
  ☆43Updated 6 years ago
• alexbotsula / Price_direction_forecast
  ☆43Updated 5 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆39Updated 4 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆80Updated 2 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆112Updated 11 months ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆102Updated 6 years ago
• streater512 / MLforFinance
  ☆41Updated 2 years ago
• marketneutral / pairs-trading-with-ML
  ☆211Updated 7 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆123Updated 4 years ago
• Roshanmahes / Quant-Finance
  Some notebooks with powerful trading strategies.
  ☆90Updated 4 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆116Updated 2 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆94Updated 4 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆63Updated 6 years ago
• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆124Updated 3 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆120Updated 2 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆132Updated 6 years ago
• gingfacekillah / Financial-Modelling-in-R
  A collection of scripts for modelling financial markets & options in R.
  ☆52Updated 3 months ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆85Updated 4 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆50Updated 3 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆157Updated 2 weeks ago
• sabirjana / blog
  Code and data for my blogs
  ☆92Updated 4 years ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆146Updated 2 years ago