quant-science / vectorbt_backtesting
☆32Updated last year
Alternatives and similar repositories for vectorbt_backtesting:
Users that are interested in vectorbt_backtesting are comparing it to the libraries listed below
- A sentiment analyzer package for financial assets and securities utilizing GPT models.☆135Updated 7 months ago
- Python library for asset pricing☆113Updated last year
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆63Updated last year
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆22Updated 2 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆179Updated last year
- Load & Query Stock Data Using OpenBB & ArcticDB☆23Updated last year
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆38Updated last year
- A repository of demonstrations, from the twitter threads here: https://twitter.com/DrDanobi☆55Updated last year
- ☆81Updated 4 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 7 months ago
- ☆135Updated last year
- ☆36Updated 2 years ago
- ☆47Updated 5 months ago
- Portfolio Construction and Risk Management book's Python code.☆83Updated last month
- A collection of scripts for modelling financial markets & options in R.☆52Updated last month
- Algo Trading Research & Documentation☆17Updated 9 months ago
- Macrosynergy Quant Research☆118Updated this week
- Code notebooks from the PyQuant Newsletter☆30Updated last week
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆105Updated 10 months ago
- Documentation for hangukquant/quantpylib☆22Updated last week
- General Purpose Stock Extractors from Online Resources☆48Updated 2 years ago
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆27Updated 2 years ago
- Real-time & historical data API for US stocks and options☆59Updated 8 months ago
- ☆45Updated last year
- calculates standard deviation from OHLCV data☆13Updated last year
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆32Updated last year
- A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on …☆206Updated 7 months ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆50Updated last year
- Original source code for Quantitative Trading Strategies Using Python☆39Updated last year