matimacazaga / strategistLinks
Python implementation of the strategies described in the book "151 trading strategies", written by Kakushadze and Serur.
☆76Updated 5 years ago
Alternatives and similar repositories for strategist
Users that are interested in strategist are comparing it to the libraries listed below
Sorting:
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆61Updated 2 years ago
- A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线☆143Updated 4 years ago
- 机器学习交易策略搭建研究的全套解决方案 / Building Trading Strategies with Machine Learning in Closed-Loop☆57Updated 2 weeks ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆109Updated last year
- Analysis of High Frequency Trading on Bitcoin exchanges☆164Updated 8 years ago
- Plot backtrader's result using plotly instead of the matplotlib☆46Updated 2 years ago
- Noba not only backtrader as a quantitative investment platform, but also visualized using bokeh, which can get richer plot effects. Addit…☆95Updated 2 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆87Updated 2 weeks ago
- The book <Advanced Algorithmic Trading> and its source code☆60Updated 7 years ago
- Collect knowledge around systematic trading, including software design, trading strategies, statistical skill. 量化交易/系统化交易知识集☆44Updated last year
- I will upload and update my quant strategies here☆60Updated 6 years ago
- stock☆91Updated 4 years ago
- These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website☆139Updated 3 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- Python Data Analysis and Financial Calculation☆66Updated 6 years ago
- the book with script☆79Updated 7 years ago
- Basic template for managing Backtrader backtests.☆182Updated 3 years ago
- 101 alpha factors calculate based on Alpha101☆135Updated 6 years ago
- 获取经典的量化多因子模型数据☆86Updated 3 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆64Updated 2 years ago
- ☆110Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆235Updated 2 years ago
- Implementation of algorithmic trading using reinforcement learning.☆29Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆69Updated last year
- Technical Indicators implemented in Python only using Numpy-Pandas as Magic - Very Very Fast! Very tiny! Stock Market Financial Technic…☆75Updated 3 years ago
- 基于streamlit的因子分析app☆79Updated 4 months ago
- Fetching Financial Data (US/China)☆62Updated last year
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago