quantrocket-codeload / pipeline-tutorial
In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is part of Zipline but can also be used on a standalone basis.
☆9Updated 9 months ago
Alternatives and similar repositories for pipeline-tutorial:
Users that are interested in pipeline-tutorial are comparing it to the libraries listed below
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆11Updated 9 months ago
- ☆13Updated last year
- This repo is for my articles published on Medium.com☆15Updated last year
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- ☆35Updated 7 years ago
- ☆15Updated 2 months ago
- ☆23Updated 2 years ago
- Streamlit app that shows the seasonal returns of a stock http://aroussi.com/seasonality☆20Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Hedge long only portfolio using structural entropy☆15Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 8 months ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- ☆19Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 3 years ago
- ☆24Updated 6 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 4 years ago
- Portfolio optimization with cvxopt☆37Updated last week
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆19Updated 3 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆11Updated 3 years ago
- ☆14Updated 2 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Economic indicators using Python and APIs☆15Updated last year
- A financial trading method using machine learning.☆59Updated last year
- The goal of the project is to build algorithmic trading system.☆26Updated 4 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- Extract and visualize implied volatility from option chain data☆33Updated last month
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 3 years ago