marketneutral / alphatools
Quantitative finance research tools in Python
☆417Updated 2 years ago
Alternatives and similar repositories for alphatools:
Users that are interested in alphatools are comparing it to the libraries listed below
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆359Updated 6 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆301Updated last month
- Sources codes for: Mastering Python for Finance, Second Edition☆416Updated 4 months ago
- Mostly experiments based on "Advances in financial machine learning" book☆550Updated 4 years ago
- Fast and scalable construction of risk parity portfolios☆294Updated 10 months ago
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆467Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- Open sourced research notebooks by the QuantConnect team.☆583Updated 10 months ago
- A nimble options backtesting library for Python☆1,070Updated 9 months ago
- An open source library for portfolio optimisation☆360Updated last year
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆781Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆568Updated this week
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆260Updated 2 years ago
- Quantitative Finance and Algorithmic Trading☆345Updated 9 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆367Updated last year
- A backtester and spreadsheet library for stocks and ETFs☆281Updated last month
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆579Updated this week
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆207Updated 3 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆530Updated 2 months ago
- ☆494Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆164Updated 3 years ago
- A framework for quantitative finance In python.☆792Updated last year
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆579Updated 11 months ago
- PyTrendFollow - systematic futures trading using trend following☆399Updated 6 years ago
- Calendars for various securities exchanges.☆636Updated last year
- Advances in Financial Machine Learning☆774Updated 2 years ago
- Basic options pricing in Python☆312Updated 10 years ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆876Updated 11 months ago
- GPU-accelerated Factors analysis library and Backtester☆681Updated last year
- ☆211Updated 7 years ago