robcarver17 / pysystemtrade_examples

Related projects ⓘ

Alternatives and complementary repositories for pysystemtrade_examples

• robcarver17 / systematictradingexamples
  Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
  ☆370Updated 4 years ago
• MarcosCarreira / DermanPapers
  Notebooks that replicate original quantitative finance papers from Emanuel Derman
  ☆409Updated 7 years ago
• bbcho / finoptions-dev
  ☆208Updated 9 months ago
• ynouri / pysabr
  SABR model Python implementation
  ☆463Updated 2 years ago
• dedwards25 / Python_Option_Pricing
  An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…
  ☆650Updated 4 years ago
• federicomariamassari / willowtree
  Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
  ☆240Updated 6 years ago
• quantsbin / Quantsbin
  Quantitative Finance tools
  ☆500Updated last year
• federicomariamassari / financial-engineering
  Applications of Monte Carlo methods to financial engineering projects, in Python.
  ☆371Updated 7 years ago
• GriffinAustin / pynance
  Lightweight Python library for assembling and analysing financial data
  ☆317Updated 3 years ago
• romanmichaelpaolucci / Q-Fin
  A Python library for mathematical finance
  ☆396Updated last year
• zazhang / ep-chan-book-algo-trading
  Recreate EP Chan algo trading book strategies
  ☆358Updated 6 years ago
• Finance-Hub / FinanceHub
  Resources for Quantitative Finance
  ☆678Updated 5 months ago
• vollib / vollib
  Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…
  ☆679Updated last year
• ArturSepp / QuantInvestStrats
  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …
  ☆184Updated this week
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆183Updated last year
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆122Updated 9 months ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆141Updated this week
• jsmidt / QuantPy
  A framework for quantitative finance In python.
  ☆685Updated last year
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆104Updated 8 months ago
• quantra-go-algo / ml-trading-book
  This repository contains the python codes as well as data files which have been included in the ML for Trading ebook
  ☆94Updated 2 years ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆216Updated 2 weeks ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆105Updated this week
• hudson-and-thames / backtest_tutorial
  ☆125Updated 10 months ago
• quantbelt / jupyter-quant
  A dockerized Jupyter quant research environment.
  ☆155Updated this week
• rolling-panda-san / notebooks
  Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
  ☆485Updated this week
• dbrojas / optlib
  A library for financial options pricing written in Python.
  ☆660Updated 2 years ago
• stefan-jansen / alphalens-reloaded
  Performance analysis of predictive (alpha) stock factors
  ☆321Updated last month
• financialnoob / pairs_trading
  experiments with pair trading
  ☆255Updated 3 weeks ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆138Updated 2 years ago