Alternatives and similar repositories for QTS_Research

Users that are interested in QTS_Research are comparing it to the libraries listed below

• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆63Updated 6 years ago
• deanjohnr / macrotrendfollow
  Momentum and position based trading strategy analysis
  ☆11Updated 8 years ago
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆63Updated 7 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• aaaquants / LSTM-trading
  ☆25Updated 7 years ago
• QuantInsti / EPAT
  ☆38Updated 3 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆46Updated 7 years ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆50Updated 5 years ago
• rodler / Quantinsti_RL
  ☆41Updated 4 years ago
• jsisaacs / QuantStrategies
  💸 A long-short equity quantitative trading strategy (sentiment-based)
  ☆38Updated 7 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆67Updated 7 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆46Updated 9 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆37Updated 4 years ago
• StockGram / Intelligent-Quantitative-Trading
  Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …
  ☆46Updated 3 years ago
• pingfcc99 / FixedIncomeQuantTrading
  ☆17Updated 7 years ago
• chenhaotian / High-Frequency-Trading-Simulation-System
  HFT, A high-frequency trading simulation package in R
  ☆84Updated 7 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆109Updated 7 years ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆59Updated 2 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆125Updated 5 years ago
• 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
• gregyjames / CAPM
  Capital Asset Pricing Model implementation in python to analyze stock risk and return.
  ☆26Updated 3 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
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆103Updated 6 years ago
• rodler / quantinsti_statarb
  ☆63Updated 2 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆70Updated 9 years ago
• hsm207 / trading_evolved
  Code from the Trading Evolved book
  ☆45Updated 4 years ago
• LastAncientOne / Trading-Strategies-in-Emerging-Markets-Coursera
  Design your own Trading Strategy
  ☆38Updated last year
• SharmaVidhiHaresh / Portfolio-Risk-Analysis-with-Python
  Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…
  ☆24Updated 4 years ago