pbharrin / alpha-compilerLinks
☆44Updated last year
Alternatives and similar repositories for alpha-compiler
Users that are interested in alpha-compiler are comparing it to the libraries listed below
Sorting:
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- ☆58Updated 10 months ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 3 weeks ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- QSTrader☆133Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- ☆47Updated 10 years ago
- Compute VIX and related volatility indices☆106Updated 6 months ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆126Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆119Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- pyEX + Zipline☆23Updated 3 years ago
- ☆106Updated 8 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- ☆35Updated 7 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 6 years ago
- Financial security modelling with Python and QuantLib☆33Updated 11 years ago
- ☆24Updated 6 years ago
- ☆38Updated 3 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- ☆27Updated 7 years ago
- ☆45Updated 7 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆78Updated this week
- Probability of Backtest Overfitting in Python☆125Updated last year