hudson-and-thames / backtest_tutorialLinks
☆145Updated last year
Alternatives and similar repositories for backtest_tutorial
Users that are interested in backtest_tutorial are comparing it to the libraries listed below
Sorting:
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆190Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆266Updated last month
- ☆82Updated 11 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆187Updated 2 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆133Updated last year
- ☆141Updated 2 years ago
- Portfolio Construction and Risk Management book's Python code.☆145Updated last month
- ☆354Updated 2 years ago
- Macrosynergy Quant Research☆160Updated this week
- Collection of resources used on QuantPy YouTube channel.☆259Updated 3 weeks ago
- ☆215Updated 8 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆460Updated last week
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆242Updated 9 months ago
- Python library for asset pricing☆120Updated last year
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆248Updated 7 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆157Updated last year
- volatility arbitrage in Heston model☆63Updated 7 months ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆184Updated 2 years ago
- Recreate EP Chan algo trading book strategies☆414Updated 7 years ago
- Algo Trading Research & Documentation☆21Updated 3 months ago
- A sentiment analyzer package for financial assets and securities utilizing GPT models.☆184Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆73Updated last year
- A dockerized Jupyter quant research environment.☆220Updated this week
- experiments with pair trading☆324Updated 11 months ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆327Updated 3 weeks ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆73Updated 5 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆203Updated last year
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆68Updated last year
- Implementation of the vanilla Deep Hedging engine☆296Updated 2 years ago
- The Official Repository of Mastering Financial Pattern Recognition☆154Updated 2 years ago