quantrocket-llc / zipline-extensionsLinks
Zipline Extensions for QuantRocket
☆18Updated 5 years ago
Alternatives and similar repositories for zipline-extensions
Users that are interested in zipline-extensions are comparing it to the libraries listed below
Sorting:
- ☆106Updated 8 years ago
- Option strategies analysis☆34Updated 9 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆122Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- portfolio construction and quantitative analysis☆142Updated 10 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆92Updated 4 months ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆58Updated 3 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Technical Analysis Library Time-Series☆154Updated 3 months ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 3 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆41Updated 7 years ago
- Wrapper for Davis' Edwards excellent options valuation python code☆14Updated 7 years ago
- QSTrader☆131Updated 6 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆68Updated 6 years ago
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Updated 3 years ago
- btconfig provides a simple way to initialize a strategy using config files with additional features.☆40Updated last year
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 years ago
- ☆25Updated 7 years ago
- A Survey of Multi-Factor Models☆40Updated 10 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆18Updated 8 years ago
- ☆23Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago