saeed349 / Quant-Trading-Cloud-Infrastructure
This repository is an advanced version of the MBATS infrastructure that you can use to provision Google Cloud and CloudFlare services so that you could take the different components of MBATS into the cloud.
☆28Updated 4 years ago
Alternatives and similar repositories for Quant-Trading-Cloud-Infrastructure
Users that are interested in Quant-Trading-Cloud-Infrastructure are comparing it to the libraries listed below
Sorting:
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆52Updated 2 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆16Updated 4 years ago
- ☆38Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated last year
- Extract and visualize implied volatility from option chain data☆37Updated last month
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- 💫 Wizardry is an open-source CLI for building powerful algorithmic trading strategies 交易框架☆49Updated 3 years ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆42Updated 2 months ago
- Scanner that finds patterns in stocks/options/futures and discerns future risk/reward. Ie, money ball engine.☆24Updated 3 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Streamlit app that shows the seasonal returns of a stock http://aroussi.com/seasonality☆20Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆63Updated last year
- ☆54Updated 6 years ago
- trade ES Futures Options☆34Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Collection of indicators that I used in my strategies.☆53Updated last month
- ☆35Updated 7 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Dαrwinex Alpha Team's Open Source R&D Pipeline for DARWIN Portfolio Management: The Mendel Framework, in Python 3 (www.darwinex.com)☆22Updated 4 years ago
- ☆19Updated last year
- my talk for credit suisse☆38Updated last week
- AlgoTrading101 Interactive Brokers Course ib_insync☆19Updated 3 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- ☆13Updated 2 years ago
- A simple framework for quick and dirty backtesting☆25Updated 5 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago