ranaroussi / pandas-montecarlo
A lightweight Python library for running simple Monte Carlo Simulations on Pandas Series data
☆216Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for pandas-montecarlo
- Powerful financial charting library based on R's Quantmod | http://py-quantmod.readthedocs.io/en/latest/☆175Updated 3 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆125Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆233Updated 9 months ago
- iversity course -- python implementation☆212Updated 10 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆120Updated 4 years ago
- portfolio construction and quantitative analysis☆138Updated 9 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆119Updated last year
- ☆193Updated 4 years ago
- Powerful technical charting app/interface in pure Python☆141Updated 6 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆53Updated 5 years ago
- Python driver for MarketStore☆107Updated last year
- Financial methods in Python☆46Updated 10 years ago
- Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)☆163Updated last year
- Kelly Criterion calculation☆92Updated last year
- Python tools to quantitatively manage financial risk☆65Updated 4 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆106Updated 7 years ago
- A python program to implement the discrete binomial option pricing model☆84Updated 2 years ago
- Probability of Backtest Overfitting in Python☆116Updated last year
- This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…☆54Updated 10 years ago
- Repository of Python for Finance Cookbook, published by Packt☆85Updated 3 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆91Updated 2 years ago
- ☆45Updated 7 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆73Updated 3 years ago
- Performance Anayltics for Investment Portfolios☆47Updated 4 years ago