maread99 / market_prices
Get meaningful OHLCV datasets
☆75Updated this week
Related projects ⓘ
Alternatives and complementary repositories for market_prices
- Analysis of financial instruments☆64Updated last week
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆121Updated 7 months ago
- ☆93Updated 3 months ago
- Option visualization python package☆143Updated 10 months ago
- A Collection of public tutorials published in the qubitquants.pro blog☆58Updated last year
- quantitative - Quantitative finance back testing library☆63Updated 5 years ago
- Probability of Backtest Overfitting in Python☆116Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆51Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆76Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆52Updated 3 months ago
- some zipline data bundles☆60Updated 11 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆73Updated 6 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆29Updated last year
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆122Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆87Updated 2 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆184Updated this week
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆54Updated last week
- An event-driven backtester☆93Updated 4 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆156Updated 2 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆33Updated last year
- Download data from EOD historical data https://eodhd.com/ using Python, Requests and Pandas.☆94Updated 7 months ago
- To classify trades into buyer- and seller-initiated.☆128Updated last year
- Notebooks based on financial machine learning.☆46Updated 4 years ago
- Research Repo (Archive)☆69Updated 4 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated last year
- Interactive Brokers Fundamental data for humans☆41Updated 2 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆87Updated 6 months ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆132Updated 7 months ago
- Async integration between backtrader and Interactive brokers.☆68Updated last year
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆111Updated 2 years ago