quantrocket-codeload / zipline-introLinks
Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equities. Uses free sample data.
☆12Updated 7 months ago
Alternatives and similar repositories for zipline-intro
Users that are interested in zipline-intro are comparing it to the libraries listed below
Sorting:
- In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is …☆11Updated last year
- Portfolio optimization with cvxopt☆40Updated 7 months ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Updated 9 years ago
- 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
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- ☆35Updated 7 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated last year
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Cryptocurrency Valuation: An Explainable AI Approach☆15Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- Research and Backtests I have been working on...enjoy☆70Updated 4 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago
- ☆16Updated 6 months ago
- ☆25Updated 7 years ago
- ☆73Updated 3 years ago
- • 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
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last week
- Pyquant - Python modules and notebooks for stock market predictive analytics, machine learning, financial transformations and joins, plot…☆39Updated 2 years ago
- ☆42Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆41Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Dynamic portfolio optimization☆26Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year