sabirjana / blogLinks
Code and data for my blogs
☆92Updated 4 years ago
Alternatives and similar repositories for blog
Users that are interested in blog are comparing it to the libraries listed below
Sorting:
- CS7641 Team project☆95Updated 4 years ago
- Source Codes for the Book of Trading Strategies☆173Updated 3 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆136Updated 4 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- Some notebooks with powerful trading strategies.☆92Updated 4 years ago
- Official Repository☆126Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- ☆63Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆122Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆262Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- Options Trader written in Python based off the ib_insync library.☆55Updated last year
- ☆212Updated 7 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆132Updated 2 years ago
- An event-driven backtester☆107Updated 5 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆118Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆131Updated 6 years ago
- Personal framework to run trading strategies with Backtrader☆76Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆64Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated last month
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆164Updated 5 years ago
- Different quantitative trading models research☆52Updated 6 months ago
- experiments with pair trading☆304Updated 6 months ago
- This repository have pyhton codes used in book - 'Python for Trading on Technical - A step towards systematic trading' by Authour Anjana …☆48Updated 4 years ago
- ☆45Updated 6 years ago