qusma / QPASLinks
Performance, risk, and execution analysis.
☆55Updated 4 years ago
Alternatives and similar repositories for QPAS
Users that are interested in QPAS are comparing it to the libraries listed below
Sorting:
- Code samples for The Gateway.☆51Updated 7 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Algorithmic trading infrastructure in Python.☆99Updated 8 years 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
- portfolio construction and quantitative analysis☆144Updated 10 years ago
- Algo execution engine☆96Updated 9 years ago
- Securities master database for algorithmic trading, backtesting, and data mining.☆57Updated 9 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆123Updated 6 years ago
- obAnalytics Shiny front-end☆76Updated 7 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆27Updated 5 months ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- A real-time quantitative trading/backtesting platform in C#, supporting IB (full brokerage) and Google Finance (quote only). It adds R su…☆162Updated 3 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
- Windows desktop algo trading with QuantConnect Lean engine.☆110Updated 2 months ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆113Updated 7 years ago
- A set of simple tools to assist users of the Interactive Brokers API.☆28Updated last year
- Blog system for quant☆39Updated 10 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 8 years ago
- Interactive Brokers TWS API -- Historical data downloader☆56Updated 7 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆77Updated 4 years ago
- ☆36Updated 8 years ago
- A real-time portfolio analysis and alerts engine for options traders, built as a Google Sheets add-on and written in Typescript.☆34Updated 6 years ago
- Securities Trading API controller using Twisted (IB-TWS, CQG, Realtick)☆47Updated 6 months ago
- python-trading☆14Updated 7 years ago
- pyEX + Zipline☆23Updated 3 years ago
- ☆24Updated 9 years ago
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 8 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆234Updated 10 months ago
- Make the Python IB API from Interactive Brokers run inside an event loop☆82Updated 8 years ago