lambdaclass / finance_playgroundLinks
Juypter notebooks playground to explore and analyse economy and finance ideas
☆97Updated last year
Alternatives and similar repositories for finance_playground
Users that are interested in finance_playground are comparing it to the libraries listed below
Sorting:
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆65Updated 10 years ago
- ☆30Updated 4 years ago
- Digital Signal Processing Indicators For Market Data.☆32Updated 5 years ago
- awesome-financial-networks☆35Updated 5 years ago
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- ☆83Updated 6 years ago
- A simple, extensible implementation of the limit order book.☆136Updated 4 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆65Updated 5 years ago
- NYU Math-GA 2048: Scientific Computing in Finance☆107Updated 5 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆27Updated 4 years ago
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆136Updated 6 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆115Updated 7 years ago
- A portfolio management algorithm for the 21st century.☆87Updated 4 years ago
- Course Material for the machine learning in financial context bootcamp☆107Updated 7 years ago
- Features and labels engineering of raw data of quotes of several stocks.☆29Updated 5 years ago
- Tools and analytics for smart derivative contracts.☆14Updated this week
- By means of stochastic volatility models☆44Updated 5 years ago
- Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA☆35Updated 8 years ago
- A decade of trend following returns in crypto-asset markets☆26Updated 4 years ago
- ☆14Updated 9 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 9 years ago
- Teaching Resources for Cuemacro courses☆54Updated 2 months ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆47Updated 3 years ago
- ☆44Updated last year
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆76Updated 5 years ago
- A Python implementation of Modern Portfolio Theory, with applications to philanthropy☆38Updated 4 years ago
- An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization☆35Updated 3 years ago
- Simple portfolio management script in python☆47Updated 5 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆131Updated 4 years ago
- Quantitative finance research notebooks☆19Updated 5 years ago