johnbywater / quantdsl
Quant DSL
☆355Updated 7 years ago
Alternatives and similar repositories for quantdsl:
Users that are interested in quantdsl are comparing it to the libraries listed below
- Basic options pricing in Python☆312Updated 10 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- Cython QuantLib wrappers☆1,073Updated last month
- Python package designed for general financial and security returns analysis.☆331Updated 2 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆766Updated last year
- Quantitative finance research tools in Python☆419Updated 2 years ago
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆816Updated 3 years ago
- ☆327Updated last year
- Vectorized backtester and trading engine for QuantRocket☆219Updated 4 months ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆367Updated last year
- Calendars for various securities exchanges.☆635Updated last year
- Toolkit for integration and analysis☆424Updated 2 years ago
- Quantitative Finance and Algorithmic Trading☆347Updated 9 years ago
- Fast and scalable construction of risk parity portfolios☆295Updated 10 months ago
- A backtester and spreadsheet library for stocks and ETFs☆282Updated 2 months ago
- Python framework for real-time financial and backtesting trading strategies☆212Updated 9 years ago
- Quantitative Finance tools☆517Updated last year
- ezIBpy, a Pythonic Client for Interactive Brokers API☆332Updated 2 years ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆372Updated last year
- A framework for quantitative finance In python.☆794Updated last year
- pandas wrapper for Bloomberg Open API☆245Updated 4 months ago
- Pipeline Extension for Live Trading☆207Updated last year
- A nimble options backtesting library for Python☆1,078Updated 9 months ago
- PyTrendFollow - systematic futures trading using trend following☆400Updated 6 years ago
- QuantLib wrappers to other languages☆359Updated last week
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆360Updated 6 years ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆780Updated last year
- Portfolio and risk analytics in Python☆453Updated 6 months ago
- QuantSoftwareToolkit☆470Updated 7 years ago