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 5 months ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- ☆42Updated 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
- ☆25Updated 7 years ago
- 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 …☆11Updated last year
- ☆22Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street☆13Updated 2 years ago
- ☆64Updated 2 years ago
- Extract and visualize implied volatility from option chain data☆40Updated 2 months ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆14Updated last year
- Dispersion Trading using Options☆33Updated 8 years ago
- Implements different approaches to tactical and strategic asset allocation☆39Updated 8 months 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 3 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆49Updated 2 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆14Updated 5 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆18Updated 4 years ago
- An xVA quantitative library written in python using tensorflow☆17Updated last month
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- • 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
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 3 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Updated last week
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago