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
Related projects ⓘ
Alternatives and complementary repositories for notebooks
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆884Updated last year
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆560Updated this week
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆319Updated 7 months ago
- Backtest and live trading in Python☆531Updated 5 months ago
- A framework for quantitative finance In python.☆685Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆489Updated last year
- Resources for Quantitative Finance☆678Updated 5 months ago
- experiments with pair trading☆255Updated 3 weeks ago
- Open sourced research notebooks by the QuantConnect team.☆521Updated 6 months ago
- Portfolio and risk analytics in Python☆389Updated last month
- low code backtesting library utilizing pandas and technical analysis indicators☆377Updated 7 months ago
- A nimble options backtesting library for Python☆1,001Updated 4 months ago
- Quantitative Finance tools☆500Updated last year
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆650Updated 4 years ago
- PyTrendFollow - systematic futures trading using trend following☆377Updated 6 years ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆827Updated 6 months ago
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆506Updated 6 months ago
- Quantitative Finance book☆496Updated 6 months ago
- GPU-accelerated Factors analysis library and Backtester☆646Updated 11 months ago
- Top training materials in quantitative finance☆396Updated 2 months ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆679Updated last year
- Sources codes for: Mastering Python for Finance, Second Edition☆401Updated 3 years ago
- A Python library for evaluating option trading strategies.☆289Updated last month
- SABR model Python implementation☆463Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆321Updated last month
- Framework for algorithmic trading☆784Updated last year
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆370Updated 4 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆676Updated this week
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆413Updated last year
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆360Updated last year