neilsmurphy / sharadar-download-managerLinks
a Python tool for downloading sharadar data from Quandl.
☆10Updated 2 years ago
Alternatives and similar repositories for sharadar-download-manager
Users that are interested in sharadar-download-manager are comparing it to the libraries listed below
Sorting:
- ☆16Updated 4 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆42Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is …☆10Updated last year
- ☆22Updated 2 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- ☆24Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street☆13Updated 2 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆14Updated last year
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆13Updated 3 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆84Updated 2 weeks ago
- Extract and visualize implied volatility from option chain data☆39Updated last month
- ☆82Updated 2 years ago
- Implements different approaches to tactical and strategic asset allocation☆36Updated 6 months ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆16Updated last year
- Backtest result archive for Momentum Trading Strategies☆60Updated 6 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- ☆27Updated 3 years ago
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆14Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆27Updated last month