quarkfin / qf-lib
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.
☆570Updated this week
Alternatives and similar repositories for qf-lib:
Users that are interested in qf-lib are comparing it to the libraries listed below
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆540Updated this week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆915Updated last year
- A nimble options backtesting library for Python☆1,040Updated 7 months ago
- GPU-accelerated Factors analysis library and Backtester☆673Updated last year
- Backtest and live trading in Python☆565Updated 8 months ago
- Open sourced research notebooks by the QuantConnect team.☆559Updated 9 months ago
- A framework for quantitative finance In python.☆741Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆252Updated last week
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆355Updated 10 months ago
- PyTrendFollow - systematic futures trading using trend following☆388Updated 6 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆367Updated last year
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆713Updated last year
- experiments with pair trading☆279Updated 2 months ago
- Quantitative Finance tools☆505Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆509Updated 3 weeks ago
- low code backtesting library utilizing pandas and technical analysis indicators☆415Updated 3 weeks ago
- Framework for algorithmic trading☆806Updated last year
- Quantitative finance research tools in Python☆414Updated 2 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,646Updated 3 months ago
- Performance analysis of predictive (alpha) stock factors☆363Updated 4 months ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆392Updated 4 years ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆864Updated 9 months ago
- Option and stock backtester / live trader☆248Updated 2 months ago
- Sources codes for: Mastering Python for Finance, Second Edition☆409Updated 2 months ago
- Portfolio and risk analytics in Python☆429Updated 4 months ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆699Updated 2 months ago
- ☆492Updated last year
- A backtester and spreadsheet library for security analysis.☆278Updated this week
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆432Updated last year
- Resources for Quantitative Finance☆700Updated 8 months ago