A collection of code snippets that can be constructed into larger trading algorithms.
☆113Jan 10, 2017Updated 9 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-firs…☆75Oct 5, 2016Updated 10 years ago
- Code for getting implied volatility in Python☆27Jul 27, 2017Updated 9 years ago
- Library of algorithm scripts for Quantopian☆188Aug 24, 2018Updated 8 years ago
- A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com☆52Dec 19, 2014Updated 11 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Jan 26, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Python Data Structures for Humans™.☆14Apr 6, 2023Updated 3 years ago
- Alpaca riding on a zipline☆27Oct 23, 2022Updated 4 years ago
- A python library for pulling financial data from Morningstar and Yahoo.☆23Oct 21, 2013Updated 13 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆44Feb 6, 2018Updated 8 years ago
- The goal of the project is to build algorithmic trading system.☆27Nov 6, 2020Updated 5 years ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆138May 8, 2019Updated 7 years ago
- Group project for the WorldQuant University module, risk management.☆13Feb 3, 2019Updated 7 years ago
- Quantitative finance research tools in Python☆467Feb 2, 2023Updated 3 years ago
- Algorithmic trading using machine learning.☆118Dec 27, 2017Updated 8 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆64Apr 7, 2023Updated 3 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆44Jun 9, 2018Updated 8 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,517Jul 26, 2024Updated 2 years ago
- Scrapes the Robinhood API to retrieve + store popularity and price data.☆15Apr 7, 2023Updated 3 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 6 years ago
- ☆26Mar 8, 2019Updated 7 years ago
- Sample algorithmic trading strategies☆30May 26, 2013Updated 13 years ago
- stock trading by Deep Q-Learning (Deep Q Network)☆13Feb 6, 2017Updated 9 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Calendars for various securities exchanges.☆661Jul 17, 2023Updated 3 years ago
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Jan 25, 2015Updated 11 years ago
- Python wrapper for TA-Lib (http://ta-lib.org/).☆22Apr 6, 2023Updated 3 years ago
- Portfolio and risk analytics in Python☆6,438Dec 23, 2023Updated 2 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Quantitative research and educational materials☆2,892Nov 3, 2020Updated 5 years ago
- ☆199May 13, 2020Updated 6 years ago
- Stochastic volatility models☆19Nov 14, 2018Updated 7 years ago
- AI based alpha research for trading☆52May 19, 2026Updated 5 months ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Tools for managing an investment portfolio in a GnuCash book☆17Apr 13, 2019Updated 7 years ago
- ☆14Nov 20, 2020Updated 5 years ago
- Docker image to install ib-controller AUR package☆12Dec 19, 2016Updated 9 years ago
- Candlestick graphs and technical indicators for technical analysis of securities. Python, Matplotlib, using csv files :)☆14Oct 15, 2015Updated 11 years ago
- Bayesian models to compute performance and uncertainty of returns and alpha.☆113Apr 7, 2023Updated 3 years ago
- This is a work-in-progress book for beginners on commodity price analysis from a fundamental perspective.☆16Mar 31, 2026Updated 6 months ago
- QuantSoftwareToolkit☆479Oct 2, 2017Updated 9 years ago