Alternatives and similar repositories for CPSC540Project

Users that are interested in CPSC540Project are comparing it to the libraries listed below

• quantiacs-legacy / quantiacs-python
  DEPRECATED Former Python version of Quantiacs toolbox and sample trading strategies. New toolbox available at: https://github.com/quantia…
  ☆225Updated 4 years ago
• quantstart / qstrader
  QSTrader
  ☆131Updated 6 years ago
• borisbanushev / anomaliesinoptions
  In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
  ☆263Updated 6 years ago
• wywongbd / pairstrade-fyp-2019
  We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
  ☆264Updated 2 years ago
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆212Updated 4 years ago
• Rachnog / Advanced-Deep-Trading
  Mostly experiments based on "Advances in financial machine learning" book
  ☆556Updated 4 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆194Updated 5 years ago
• marketneutral / pairs-trading-with-ML
  ☆213Updated 7 years ago
• fxcm / MarketData
  MarketData
  ☆116Updated last year
• Rachnog / Deep-Portfolio-Management
  Source code for the blog post on the evolution of the asset allocation methods
  ☆216Updated 5 years ago
• teddykoker / blog
  Source code for my personal blog
  ☆194Updated 5 months ago
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆429Updated 2 years ago
• paulperry / quant
  Quantitative Finance and Algorithmic Trading
  ☆371Updated 10 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆242Updated last year
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆184Updated 11 months ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆156Updated 7 years ago
• yhilpisch / lvvd
  Listed Volatility and Variance Derivatives (Wiley Finance)
  ☆150Updated 3 years ago
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆310Updated 5 months ago
• anthonyng2 / Machine-Learning-For-Finance
  Machine Learning for finance and investment introduction
  ☆259Updated 7 years ago
• quantroom-pro / pyrenko
  ☆127Updated 6 years ago
• khrapovs / vix
  Compute VIX and related volatility indices
  ☆106Updated 8 months ago
• bfolkens / py-market-profile
  A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.
  ☆376Updated last year
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆166Updated 5 years ago
• Auquan / auquan-toolbox-python
  Backtesting toolbox for trading strategies - DEPRECATED
  ☆112Updated 5 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆109Updated 7 years ago
• teddykoker / survivorship-free-spy
  ☆114Updated last year
• VivekPa / OptimalPortfolio
  An open source library for portfolio optimisation
  ☆360Updated last year
• 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
• LiamConnell / deep-algotrading
  A resource for learning about deep learning techniques from regression to LSTM and Reinforcement Learning using financial data and the fi…
  ☆239Updated last year
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆132Updated 4 years ago