jeffrey-liang / quantitativeLinks
quantitative - Quantitative finance back testing library
☆64Updated 6 years ago
Alternatives and similar repositories for quantitative
Users that are interested in quantitative are comparing it to the libraries listed below
Sorting:
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆126Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 3 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆67Updated 4 years ago
- Different quantitative trading models research☆53Updated 8 months ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆46Updated 5 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆69Updated last year
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- ☆25Updated 7 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆121Updated 6 months ago
- Research Repo (Archive)☆75Updated 4 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆78Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆145Updated 4 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆166Updated 9 months ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆64Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- ☆64Updated 2 years ago
- Official Repository☆127Updated 3 years ago
- ☆106Updated 8 years ago