melvinmt / sharpefolio
Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.
☆54Updated 9 years ago
Related projects: ⓘ
- The Thalesians' Python library☆60Updated 7 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆73Updated 3 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 8 years ago
- ☆80Updated this week
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆35Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆118Updated 5 years ago
- ☆42Updated this week
- ☆44Updated 9 years ago
- Algo execution engine☆86Updated 8 years ago
- portfolio construction and quantitative analysis☆138Updated 9 years ago
- Root-finding algos, Black-Scholes and trees with Python☆41Updated 10 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆44Updated 8 years ago
- Python library for backtesting technical/mechanical strategies in the stock and currency markets☆104Updated 7 years ago
- Algorithmic trading platform for multiple assets☆35Updated 7 years ago
- ☆100Updated 7 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆42Updated 6 years ago
- ☆24Updated 6 years ago
- Financial security modelling with Python and QuantLib☆33Updated 10 years ago
- ☆84Updated this week
- Notebooks and stuff from quantfiction.com☆35Updated 4 years ago
- Supported files and code examples for my futures.io webinars series☆65Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆39Updated 6 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆55Updated 8 years ago
- ☆43Updated 4 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆108Updated 7 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆34Updated 8 years ago
- finance☆43Updated 7 years ago
- IB Python API related.☆22Updated 6 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆42Updated last year