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:
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Code samples for The Gateway.☆51Updated 7 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- Algorithmic trading infrastructure in Python.☆98Updated 7 years ago
- A set of simple tools to assist users of the Interactive Brokers API.☆28Updated last year
- Windows desktop algo trading with QuantConnect Lean engine.☆109Updated last month
- 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
- Genetic optimization using LEAN☆50Updated 5 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆113Updated 7 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆123Updated 6 years ago
- portfolio construction and quantitative analysis☆144Updated 10 years ago
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago
- A client/server system for acquiring, managing, and distributing financial data.☆70Updated 2 years ago
- The Thalesians' Python library☆64Updated 9 years ago
- Algo execution engine☆95Updated 9 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆76Updated 4 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
- A real-time quantitative trading/backtesting platform in C#, supporting IB (full brokerage) and Google Finance (quote only). It adds R su…☆158Updated 3 years ago
- Kelly Criterion calculation☆103Updated 2 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆233Updated 8 months ago
- ☆125Updated 9 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆27Updated 3 months ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆131Updated this week
- IQFeed.CSharpApiClient is fastest and the most well-designed C# DTN IQFeed socket API connector available☆124Updated 5 months ago
- obAnalytics Shiny front-end☆76Updated 7 years ago
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆27Updated 8 months ago
- ☆45Updated 8 years ago
- The AQ2o repository.☆43Updated 7 years ago
- A Java ATS for market-depth-based trading strategies☆37Updated 10 years ago
- Python API for sentosa trading system☆42Updated 10 years ago