johnbywater / quantdslLinks
Quant DSL
☆359Updated 7 years ago
Alternatives and similar repositories for quantdsl
Users that are interested in quantdsl are comparing it to the libraries listed below
Sorting:
- Basic options pricing in Python☆312Updated 10 years ago
- A backtester and spreadsheet library for stocks and ETFs☆284Updated 3 weeks ago
- Quantitative finance research tools in Python☆425Updated 2 years ago
- Calendars for various securities exchanges.☆639Updated last year
- Vectorized backtester and trading engine for QuantRocket☆221Updated 5 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆799Updated last year
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- Cython QuantLib wrappers☆1,103Updated last month
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- Python package designed for general financial and security returns analysis.☆332Updated 2 years ago
- Toolkit for integration and analysis☆426Updated 2 years ago
- Quantitative Finance and Algorithmic Trading☆360Updated 9 years ago
- ☆334Updated last year
- Python framework for real-time financial and backtesting trading strategies☆212Updated 9 years ago
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆470Updated 3 years ago
- Fast and scalable construction of risk parity portfolios☆301Updated last year
- Pipeline Extension for Live Trading☆207Updated last year
- ezIBpy, a Pythonic Client for Interactive Brokers API☆332Updated 2 years ago
- A Python Pandas implementation of technical analysis indicators☆766Updated 7 years ago
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆816Updated 3 years ago
- Python Options Pricing Library☆277Updated 3 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆304Updated 3 months ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆430Updated 4 years ago
- A framework for quantitative finance In python.☆850Updated 2 years ago
- pandas wrapper for Bloomberg Open API☆246Updated 5 months ago
- Simple backtesting software for options☆178Updated 9 months ago
- A nimble options backtesting library for Python☆1,120Updated 10 months ago
- Open sourced research notebooks by the QuantConnect team.☆606Updated last year
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆131Updated 4 years ago