prodipta / techchart
R package for technical-analysis feature extraction - See package vignette for more details
☆23Updated 4 years ago
Related projects: ⓘ
- Simple Risk Premia Strategy☆32Updated 3 years ago
- ☆69Updated 5 months ago
- A collection of scripts for modelling financial markets & options in R.☆37Updated last month
- Code from the Trading Evolved book☆36Updated 3 years ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆22Updated 6 months ago
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆32Updated last year
- R package for financial simulation☆38Updated 3 months ago
- A Collection of public tutorials published in the qubitquants.pro blog☆55Updated last year
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆16Updated 3 years ago
- ☆23Updated last year
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆24Updated 7 years ago
- Trading Evolved book code☆48Updated 4 years ago
- R package AssetAllocation☆33Updated 9 months ago
- Dispersion Trading using Options☆26Updated 7 years ago
- Tutor step-by-step on how to analyze stock data using the R language.☆15Updated 6 months ago
- trade ES Futures Options☆30Updated 3 years ago
- A Zorro logging framework☆21Updated last year
- Andreas Clenow - Stocks on the Move☆31Updated last year
- ☆28Updated last year
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆43Updated last year
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- A research/testing tool for stock trading strategies☆31Updated 6 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆26Updated 2 years ago
- ☆11Updated 3 years ago
- Realized Volatility Forecasting modeling☆14Updated 7 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆32Updated 5 years ago
- AlgoTrading101 Interactive Brokers Course ib_insync☆17Updated 3 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆23Updated 5 years ago
- Some notebooks with powerful trading strategies.☆78Updated 3 years ago
- Option Volatility and Pricing Models.☆10Updated 2 years ago