quantopian / algorithm-component-libraryLinks
A collection of code snippets that can be constructed into larger trading algorithms.
☆109Updated 8 years ago
Alternatives and similar repositories for algorithm-component-library
Users that are interested in algorithm-component-library are comparing it to the libraries listed below
Sorting:
- portfolio construction and quantitative analysis☆142Updated 10 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆123Updated 6 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Root-finding algos, Black-Scholes and trees with Python☆45Updated 11 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆44Updated 7 years ago
- High level API for access to and analysis of financial data.☆158Updated 6 months ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆121Updated 4 years ago
- An automated system to store and maintain financial data.☆69Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- The Thalesians' Python library☆64Updated 9 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 8 years ago
- ☆195Updated 5 years ago
- Kelly Criterion calculation☆103Updated 2 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 9 years ago
- ☆45Updated 5 years ago
- Library of algorithm scripts for Quantopian☆183Updated 7 years ago
- α collection of resources for people interested in quant finance☆53Updated 6 years ago
- Python driver for MarketStore☆112Updated 2 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆94Updated 3 years ago
- ☆106Updated 8 years ago
- Python library for backtesting technical/mechanical strategies in the stock and currency markets☆102Updated 8 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 years ago
- Intrinio Python SDK for Real-Time Stock Prices☆91Updated last week
- Python framework for real-time financial and backtesting trading strategies☆214Updated 9 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- ☆44Updated last year