sean-cheng / booksLinks
☆64Updated 7 years ago
Alternatives and similar repositories for books
Users that are interested in books are comparing it to the libraries listed below
Sorting:
- Source code for my personal blog☆195Updated 2 weeks ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 3 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆369Updated 2 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆126Updated 4 years ago
- Project on financial forecasting using ML. Made by Anson Wong, Juan Garcia & Gudbrand Tandberg☆175Updated 8 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆270Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- QSTrader☆134Updated 6 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆219Updated 4 years ago
- An event-driven backtester☆111Updated 5 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆384Updated 2 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆118Updated 10 months ago
- Automatically identifies support and resistance lines on a stock chart using reversal points, displays candlestick chart.☆313Updated 2 years ago
- ☆512Updated 2 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- Simple backtesting software for options☆193Updated last year
- Option and stock backtester / live trader☆277Updated last year
- A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc☆259Updated last year
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆314Updated 9 months ago
- Quantitative finance research tools in Python☆444Updated 2 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆142Updated 4 months ago
- MarketData☆119Updated last year
- ☆359Updated 2 years ago
- Code and data for my blogs☆91Updated 4 years ago
- Option visualization python package☆157Updated last year
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 7 months ago
- Repository of demo strategies for the Blueshift platform☆174Updated 2 months ago
- The code used for the article "Interactive Brokers Python API (Native) – A Step-by-step Guide" on the AlgoTrading101 Blog☆247Updated 2 years ago
- Numerical trendline algorithms for technical analysis of financial securities.☆247Updated 6 years ago