neilsmurphy / sharadar-download-manager
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
- ☆16Updated last month
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 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
- Hedge long only portfolio using structural entropy☆15Updated 2 years ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- ☆24Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- ☆37Updated 2 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆11Updated last year
- This repo is for my articles published on Medium.com☆16Updated 2 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
- Dispersion Trading using Options☆32Updated 8 years ago
- ☆22Updated 2 years ago
- Implements different approaches to tactical and strategic asset allocation☆31Updated 4 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆20Updated 3 months ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- ☆59Updated 2 years ago
- Modeling volatility project for ODSC East 2019☆15Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆53Updated 6 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street☆13Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆19Updated 3 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 2 months ago
- ☆21Updated 5 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago