robcarver17 / pysystemtrade_examplesLinks
Examples using pysystemtrade for my blog qoppac.blogspot.com
☆244Updated 7 years ago
Alternatives and similar repositories for pysystemtrade_examples
Users that are interested in pysystemtrade_examples are comparing it to the libraries listed below
Sorting:
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆432Updated 5 years ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆501Updated 7 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆766Updated 2 months ago
- ☆259Updated last year
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆292Updated 7 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆442Updated 7 years ago
- Quantitative Finance tools☆554Updated 2 years ago
- Resources for Quantitative Finance☆757Updated last year
- SABR model Python implementation☆523Updated 3 years ago
- Lightweight Python library for assembling and analysing financial data☆383Updated 4 years ago
- Recreate EP Chan algo trading book strategies☆409Updated 7 years ago
- A Python library for mathematical finance☆486Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆187Updated last year
- Sources codes for: Mastering Python for Finance, Second Edition☆423Updated 3 weeks ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆813Updated 2 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆396Updated last week
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆235Updated 5 months ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆310Updated 5 months ago
- Collection of resources used on QuantPy YouTube channel.☆237Updated last year
- ☆140Updated last year
- Macrosynergy Quant Research☆149Updated last week
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆138Updated last year
- A framework for quantitative finance In python.☆869Updated 2 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆197Updated 8 months ago
- Python library for asset pricing☆116Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆212Updated 4 years ago
- ☆227Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆263Updated 3 weeks ago
- Quantitative Finance book☆686Updated 3 months ago
- Python Interface to econdb.com API☆54Updated 3 years ago