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
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆182Updated last year
- Python library for asset pricing☆115Updated last year
- A collection of scripts for modelling financial markets & options in R.☆52Updated 2 months ago
- Load & Query Stock Data Using OpenBB & ArcticDB☆23Updated last year
- A sentiment analyzer package for financial assets and securities utilizing GPT models.☆138Updated 8 months ago
- ☆137Updated last year
- A repository of demonstrations, from the twitter threads here: https://twitter.com/DrDanobi☆55Updated 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
- Real-time & historical data API for US stocks and options☆60Updated 9 months ago
- Macrosynergy Quant Research☆125Updated last week
- ☆47Updated 6 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 8 months ago
- Algo Trading Research & Documentation☆18Updated 10 months ago
- Documentation for hangukquant/quantpylib☆25Updated 3 weeks ago
- A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on …☆207Updated 8 months ago
- ☆81Updated 5 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆34Updated last year
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆64Updated last year
- Portfolio Construction and Risk Management book's Python code.☆90Updated last week
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆49Updated 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 3 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆112Updated 11 months ago
- ☆46Updated 2 years ago
- Code notebooks from the PyQuant Newsletter☆31Updated last week
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆27Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 4 years ago
- Original source code for Quantitative Trading Strategies Using Python☆58Updated last year
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆43Updated 4 months ago
- Code repository for the book "Hands On AI Trading with Python, QuantConnect, and AWS."☆141Updated last month
- Features and labels engineering of raw data of quotes of several stocks.☆29Updated 5 years ago