julius-datajunkie / PerformanceAnalytics
A python implementation of R's PerformanceAnalytics package
☆22Updated 10 years ago
Related projects ⓘ
Alternatives and complementary repositories for PerformanceAnalytics
- ☆24Updated 8 years ago
- Financial security modelling with Python and QuantLib☆33Updated 10 years ago
- Asynchronous financial data management☆21Updated 7 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆35Updated 7 years ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆14Updated 8 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- Code for various data snooping tests on financial time series.☆18Updated 9 years ago
- A Python toolkit for high-frequency trade research.☆39Updated 6 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- An automated system to store and maintain financial data.☆69Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago
- Simple portfolio analysis and management.☆26Updated 2 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆45Updated 8 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆35Updated 7 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆43Updated 7 years ago
- Python API for sentosa trading system☆42Updated 9 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago
- ☆33Updated 6 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆69Updated 9 years ago
- Futures trading database/backtester/analysis☆19Updated 5 years ago
- R package for fitting the partially cointegrated model☆14Updated last year
- Blog system for quant☆39Updated 8 years ago
- Presentation for QuantCon 2016☆11Updated 8 years ago
- Code for researching and backtesting pairs trading☆24Updated 14 years ago
- The qq-pat library provides you with an easy interface for the creation of graphs and the calculation of statistics for financial time se…☆30Updated 5 years ago
- ☆13Updated last year
- ☆26Updated 5 years ago
- Notebooks and stuff from quantfiction.com☆35Updated 4 years ago