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:
- ☆17Updated 8 months ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 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
- ☆47Updated 2 years ago
- ☆25Updated 7 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆11Updated 3 weeks ago
- Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street☆13Updated last month
- ☆41Updated 4 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Extract and visualize implied volatility from option chain data☆44Updated 5 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆33Updated last year
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- ☆24Updated 2 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Updated 5 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 7 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆29Updated 7 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆15Updated last year
- ☆65Updated 2 years ago