Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
☆768Oct 11, 2026Updated this week
Alternatives and similar repositories for notebooks
Users that are interested in notebooks are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- PyTrendFollow - systematic futures trading using trend following☆471Apr 25, 2018Updated 8 years ago
- Performance analytics, portfolio backtesting, risk analysis, and factsheet reporting in Python☆642Updated this week
- Quantitative analysis, strategies and backtests☆3,040Aug 26, 2023Updated 3 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,105Aug 13, 2023Updated 3 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,958Oct 21, 2024Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆971Aug 31, 2026Updated last month
- A nimble options research and backtesting library for Python☆1,492Jun 30, 2026Updated 3 months ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆838Apr 1, 2024Updated 2 years ago
- Backtest and live trading in Python☆782Jun 20, 2024Updated 2 years ago
- High-frequency statistical arbitrage☆284Jul 30, 2023Updated 3 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆673Feb 11, 2026Updated 8 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆3,173Oct 4, 2026Updated last week
- ☆47Mar 28, 2023Updated 3 years ago
- Developing a trend following model using futures☆40Sep 17, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Systematic Trading in python☆3,550Updated this week
- Avellaneda-Stoikov HFT market making algorithm implementation☆732Jul 6, 2023Updated 3 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆272Dec 8, 2022Updated 3 years ago
- Portfolio Optimization in Python☆4,540Oct 4, 2026Updated last week
- Portfolio analytics for quants, written in Python☆7,697Sep 27, 2026Updated 2 weeks ago
- GPU-accelerated Factors analysis library and Backtester☆828Apr 15, 2025Updated last year
- fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!☆1,756Sep 15, 2023Updated 3 years ago
- Mean Reversion Trading Strategy☆31Apr 20, 2021Updated 5 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆83Aug 8, 2026Updated 2 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Quantitative Finance book☆984Apr 14, 2025Updated last year
- Open sourced research notebooks by the QuantConnect team.☆816May 17, 2024Updated 2 years ago
- Algorithmic trading framework for cryptocurrencies.☆1,694Jan 7, 2026Updated 9 months ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,356Aug 27, 2022Updated 4 years ago
- experiments with pair trading☆346Dec 10, 2024Updated last year
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆4,045May 21, 2025Updated last year
- Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Str…☆10,961Jun 20, 2026Updated 3 months ago
- Portfolio optimization with deep learning.☆1,190Jan 24, 2024Updated 2 years ago
- A multi-factor equity risk model for quantitative trading.☆981Aug 16, 2024Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Python toolkit for quantitative finance: stock analysis, technical indicators, strategy backtesting, portfolio optimization, and financia…☆4,311Sep 12, 2026Updated last month
- Example Order Book Imbalance Algorithm☆873Jul 25, 2023Updated 3 years ago
- Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau☆2,063May 4, 2025Updated last year
- High Frequency Market Making☆647Sep 24, 2023Updated 3 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆841Jul 27, 2026Updated 2 months ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,974Dec 8, 2022Updated 3 years ago
- trend / momentum and other patterns in financial timeseries☆294Jun 27, 2021Updated 5 years ago