knowship-io / rrgLinks
Relative Rotation Graph
☆12Updated 4 years ago
Alternatives and similar repositories for rrg
Users that are interested in rrg are comparing it to the libraries listed below
Sorting:
- Python implementation of the strategies described in the book "151 trading strategies", written by Kakushadze and Serur.☆79Updated 5 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆99Updated this week
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆19Updated 5 years ago
- A Streamlit dashboard for creating relative rotation graphs using the OpenBB Platform.☆42Updated 9 months ago
- Plot backtrader's result using plotly instead of the matplotlib☆46Updated 2 years ago
- Collection of indicators that I used in my strategies.☆60Updated 8 months ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆68Updated 6 years ago
- ☆24Updated 5 years ago
- Candlestick Pattern Recognition with Python and TA-Lib☆34Updated 4 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆80Updated last year
- A quantitative trading strategy backtester with an interactive dashboard. Enables users to implement, test, and visualise trading strateg…☆27Updated last month
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- btconfig provides a simple way to initialize a strategy using config files with additional features.☆40Updated last year
- Machine Learning Algorithms For VWAP Prediction☆50Updated 6 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆77Updated last year
- Repo for the Tick Based Trend Following strategies written for the QuantConnect platform☆23Updated 5 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆64Updated last year
- Algorithms to build Support and Resistance Lines in Financial Series☆18Updated 5 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆20Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆58Updated 3 years ago
- Fetching Financial Data (US/China)☆61Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆96Updated 7 months ago
- A python script that estimates the support and resistance lines of a stock's prices over a time period☆76Updated 4 years ago
- The book <Advanced Algorithmic Trading> and its source code☆61Updated 7 years ago
- Official Repository☆133Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago