paulperry / quant
Quantitative Finance and Algorithmic Trading
☆347Updated 9 years ago
Alternatives and similar repositories for quant:
Users that are interested in quant are comparing it to the libraries listed below
- Quantitative finance research tools in Python☆420Updated 2 years ago
- Basic options pricing in Python☆312Updated 10 years ago
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆585Updated last year
- Accompanying source codes for my book 'Mastering Python for Finance'.☆523Updated 2 years ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆887Updated last year
- Sources codes for: Mastering Python for Finance, Second Edition☆418Updated 5 months ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆361Updated 6 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆302Updated 2 months ago
- Open sourced research notebooks by the QuantConnect team.☆592Updated 11 months ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆422Updated 4 years ago
- Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.☆611Updated 4 years ago
- Resources for Quantitative Finance☆745Updated 11 months ago
- A framework for quantitative finance In python.☆822Updated last year
- A nimble options backtesting library for Python☆1,099Updated 9 months ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆801Updated last year
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,163Updated 4 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆784Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,681Updated 6 months ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆941Updated last year
- Quantitative Finance book☆629Updated 3 weeks ago
- Quant is a python-based system for stock trading strategy backtesting☆291Updated 9 years ago
- Quantitative Finance tools☆542Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆584Updated this week
- PyTrendFollow - systematic futures trading using trend following☆404Updated 7 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆261Updated 2 years ago
- Top training materials in quantitative finance☆413Updated 7 months ago
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆817Updated 3 years ago
- ☆211Updated 7 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆409Updated last year
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆367Updated last year