robcarver17 / pysystemtrade
Systematic Trading in python
☆2,660Updated this week
Related projects ⓘ
Alternatives and complementary repositories for pysystemtrade
- bt - flexible backtesting for Python☆2,288Updated 2 weeks ago
- QTPyLib, Pythonic Algorithmic Trading☆2,157Updated 3 years ago
- Performance analysis of predictive (alpha) stock factors☆3,384Updated 9 months ago
- QuantStart.com - QSTrader backtesting simulation engine.☆2,960Updated 4 months ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,702Updated last week
- ffn - a financial function library for Python☆2,035Updated 2 weeks ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,311Updated 3 months ago
- Common financial technical indicators implemented in Pandas.☆2,135Updated 2 years ago
- Quantitative analysis, strategies and backtests☆2,118Updated last year
- Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.☆4,422Updated 2 months ago
- A list of online resources for quantitative modeling, trading, portfolio management☆2,992Updated 5 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,584Updated 3 weeks ago
- Portfolio analytics for quants, written in Python☆4,988Updated 3 weeks ago
- Python Algorithmic Trading Library☆4,442Updated last year
- Zipline, a Pythonic Algorithmic Trading Library☆1,187Updated this week
- A program for financial portfolio management, analysis and optimisation.☆1,439Updated last year
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,083Updated last week
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆1,950Updated 2 years ago
- Portfolio and risk analytics in Python☆5,709Updated 10 months ago
- Backtest trading strategies in Python.☆5,544Updated 3 months ago
- A nimble options backtesting library for Python☆1,001Updated 4 months ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆3,981Updated last year
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,712Updated last year
- Supply a wrapper ``StockDataFrame`` based on the ``pandas.DataFrame`` with inline stock statistics/indicators support.☆1,304Updated 10 months ago
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆805Updated 3 years ago
- fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!☆1,539Updated last year
- Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.☆1,597Updated 9 months ago
- Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau☆1,687Updated this week
- A Python Pandas implementation of technical analysis indicators☆748Updated 6 years ago
- Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆4,540Updated 4 months ago