quantrocket-llc / moonchartLinks
Performance tear sheets and backtest analysis for Moonshot
☆36Updated 5 months ago
Alternatives and similar repositories for moonchart
Users that are interested in moonchart are comparing it to the libraries listed below
Sorting:
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- Command line interface and Python client for QuantRocket☆30Updated 5 months ago
- Calculate Black Scholes Implied Volatility - Vectorwise☆16Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 3 weeks ago
- Code samples for The Gateway.☆51Updated 6 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Computational Finance in Python.☆23Updated 7 years ago
- Vectorized backtester and trading engine for QuantRocket☆221Updated 5 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive …☆67Updated 4 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆57Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Digital Signal Processing Indicators For Market Data.☆32Updated 5 years ago
- stores market data from cryptofeed to kdb+☆23Updated 4 years ago
- finance☆43Updated 7 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- ☆36Updated 6 years ago
- Extract and visualize implied volatility from option chain data☆37Updated last month
- Time Series Prediction of Volume in LOB☆57Updated last year
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- Financial technical and fundamental analysis indicator library for pystockdb.☆35Updated this week
- Monkey patches to grease the Interactive Brokers Python API☆17Updated 6 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- ☆44Updated last year