quantopian / research_public
Quantitative research and educational materials
☆2,482Updated 4 years ago
Alternatives and similar repositories for research_public:
Users that are interested in research_public are comparing it to the libraries listed below
- Performance analysis of predictive (alpha) stock factors☆3,481Updated 11 months ago
- Portfolio and risk analytics in Python☆5,785Updated last year
- bt - flexible backtesting for Python☆2,348Updated last month
- Systematic Trading in python☆2,731Updated this week
- QuantStart.com - QSTrader backtesting simulation engine.☆3,017Updated 6 months ago
- A list of online resources for quantitative modeling, trading, portfolio management☆3,087Updated 7 months ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,735Updated this week
- ffn - a financial function library for Python☆2,084Updated last month
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,324Updated 5 months ago
- Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆4,694Updated 3 weeks ago
- A program for financial portfolio management, analysis and optimisation.☆1,469Updated last year
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,736Updated 2 years ago
- QTPyLib, Pythonic Algorithmic Trading☆2,172Updated 3 years ago
- Portfolio analytics for quants, written in Python☆5,165Updated 2 months ago
- Python Algorithmic Trading Library☆4,461Updated last year
- Common financial technical indicators implemented in Pandas.☆2,155Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,030Updated last year
- fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!☆1,545Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,630Updated 2 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,216Updated 3 months ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,172Updated last week
- Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)☆3,504Updated 2 months ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆1,983Updated 2 years ago
- Quantitative analysis, strategies and backtests☆2,295Updated last year
- Zipline, a Pythonic Algorithmic Trading Library☆1,247Updated last month
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,057Updated 4 years ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆2,788Updated last year
- Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Str…☆6,188Updated 9 months ago
- Source code for Algorithmic Trading with Python (2020) by Chris Conlan☆2,808Updated 3 years ago
- Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau☆1,724Updated 2 weeks ago