saeed349 / AlgoTrading
Use the zipline and pyfolio to analyze trades.
☆9Updated 7 years ago
Related projects ⓘ
Alternatives and complementary repositories for AlgoTrading
- Candlestick graphs and technical indicators for technical analysis of securities. Python, Matplotlib, using csv files :)☆14Updated 9 years ago
- Code for getting implied volatility in Python☆24Updated 7 years ago
- Extensible Algo-Trading Python Package.☆21Updated last year
- Simple portfolio analysis and management.☆27Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago
- Amibroker Plugin DLL that embeds the Python 3.4 interpreter for use within Amibroker.☆26Updated 9 years ago
- ☆22Updated 6 years ago
- ☆10Updated 6 years ago
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆10Updated 8 years ago
- Futures trading database/backtester/analysis☆19Updated 5 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆42Updated last year
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 3 years ago
- ☆15Updated 8 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated last year
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆44Updated 6 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 4 years ago
- finance☆43Updated 7 years ago
- ☆34Updated 6 years ago
- Code for researching and backtesting pairs trading☆24Updated 14 years ago
- Modeling the volatility of commodity futures Indices☆14Updated 7 years ago
- A program to optimize option trading strategies☆12Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆35Updated 7 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆15Updated 6 years ago
- Contains all the Jupyter Notebooks used in our research☆10Updated 5 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆16Updated 7 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆12Updated 4 years ago
- ☆10Updated 9 years ago