quarkfin / qf-libLinks
Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.
☆591Updated this week
Alternatives and similar repositories for qf-lib
Users that are interested in qf-lib are comparing it to the libraries listed below
Sorting:
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆603Updated this week
- Backtest and live trading in Python☆605Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆368Updated this week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆957Updated last year
- GPU-accelerated Factors analysis library and Backtester☆695Updated 2 months ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆437Updated last year
- A nimble options backtesting library for Python☆1,130Updated 11 months ago
- Performance analysis of predictive (alpha) stock factors☆435Updated 2 weeks ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆554Updated 4 months ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆731Updated 6 months ago
- Framework for algorithmic trading☆846Updated last year
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆440Updated last year
- low code backtesting library utilizing pandas and technical analysis indicators☆463Updated 2 weeks ago
- PyTrendFollow - systematic futures trading using trend following☆413Updated 7 years ago
- experiments with pair trading☆300Updated 6 months ago
- Quantitative finance research tools in Python☆427Updated 2 years ago
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆562Updated last year
- A framework for quantitative finance In python.☆856Updated 2 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- Open sourced research notebooks by the QuantConnect team.☆617Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,708Updated 8 months ago
- Portfolio and risk analytics in Python☆490Updated 2 weeks ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆896Updated last year
- Quantitative Finance tools☆551Updated last year
- Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]☆731Updated 2 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆373Updated last year
- talipp - incremental technical analysis library for python☆463Updated 3 months ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆804Updated 2 years ago
- A Python library for evaluating option trading strategies.☆393Updated last month
- A backtester and spreadsheet library for stocks and ETFs☆285Updated last month