Alternatives and similar repositories for pipeline-tutorial

Users that are interested in pipeline-tutorial are comparing it to the libraries listed below

• quantrocket-codeload / zipline-intro
  Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…
  ☆12Updated 7 months ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• neilsmurphy / sharadar-download-manager
  a Python tool for downloading sharadar data from Quandl.
  ☆10Updated 2 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• PanPip / research
  Contains all the Jupyter Notebooks used in our research
  ☆15Updated 5 years ago
• linhnguyen215538 / Volatility-Study
  • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…
  ☆47Updated 4 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• financialnoob / misc
  ☆26Updated last year
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆26Updated last year
• lucaskienast / NLP-on-10Ks-from-EDGAR-DB
  This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.
  ☆10Updated 3 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• alphaville76 / sharadar_db_bundle
  ☆16Updated 6 months ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• MislavSag / trademl
  The goal of the project is to build algorithmic trading system.
  ☆27Updated 4 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• tr8dr / tr8dr.github.io
  Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets
  ☆15Updated 9 months ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated 7 months ago
• damianboh / portfolio_stock_sentiment_treemap
  ☆14Updated 3 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆37Updated 4 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated 2 years ago
• satyapravin / StructuralEntropy
  Hedge long only portfolio using structural entropy
  ☆15Updated 3 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆42Updated 2 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 5 years ago
• SciEcon / CV_XAI
  Cryptocurrency Valuation: An Explainable AI Approach
  ☆15Updated 2 years ago
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆55Updated 2 weeks ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 4 years ago
• romanmichaelpaolucci / Dynamic_Algorithmic_Trading_Systems
  Dynamic algorithmic trading systems in Python using Interactive Broker's Python API
  ☆22Updated 4 years ago