iisayoo / johansen

Related projects ⓘ

Alternatives and complementary repositories for johansen

• aaaquants / QuantBasics1-4
  ☆45Updated 7 years ago
• kmfranz / trading_pairs
  ☆43Updated 7 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆53Updated 5 years ago
• deltaray-io / ib_dl
  Historical market data downloader using Interactive Brokers TWS
  ☆58Updated 5 years ago
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆59Updated 7 years ago
• Prograsaur / ib-historical-data
  Interactive Brokers TWS API -- Historical data downloader
  ☆53Updated 6 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 …
  ☆34Updated 6 months ago
• aaaquants / LSTM-trading
  ☆25Updated 6 years ago
• convergenceIM / alpha-scientist
  ☆69Updated 2 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆65Updated 7 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆116Updated last year
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 5 years ago
• vollib / py_lets_be_rational
  ☆49Updated 4 months ago
• thalesians / pythalesians
  The Thalesians' Python library
  ☆61Updated 8 years ago
• khrapovs / vix
  Compute VIX and related volatility indices
  ☆98Updated 6 months 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…
  ☆119Updated 5 years ago
• thk3421-models / KellyPortfolio
  A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
  ☆80Updated 3 years ago
• wangys96 / SVI-Volatility-Surface-Calibration
  SVI volatility surface model and an example of China 50ETF option
  ☆59Updated 4 years ago
• DmitryGubanov / portfolio-backtester
  A research/testing tool for stock trading strategies
  ☆32Updated 7 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• vollib / lets_be_rational
  ☆39Updated 9 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• 11bblandin / quantfiction
  Notebooks and stuff from quantfiction.com
  ☆36Updated 4 years ago
• mmargenot / machine-learning-market-maker
  Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
  ☆103Updated 9 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆55Updated last year
• JFD3D / develop
  generic project files
  ☆37Updated 8 years ago
• rodler / quantinsti_statarb
  ☆57Updated last year
• BlackArbsCEO / synthetic_time_series
  ☆26Updated 5 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆109Updated 7 years ago