shilewenuw / AlgorithmsWithWriteups
Links to Algorithms and their Writeups that I've developed at QuantConnect
☆33Updated 4 years ago
Alternatives and similar repositories for AlgorithmsWithWriteups
Users that are interested in AlgorithmsWithWriteups are comparing it to the libraries listed below
Sorting:
- Repo for the Tick Based Trend Following strategies written for the QuantConnect platform☆20Updated 5 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 5 years ago
- ☆35Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆52Updated 4 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆16Updated 4 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- ☆24Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- ☆60Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆55Updated 8 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆57Updated 2 years ago
- 💫 Wizardry is an open-source CLI for building powerful algorithmic trading strategies 交易框架☆49Updated 3 years ago
- Extract and visualize implied volatility from option chain data☆37Updated last month
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆39Updated 6 years ago
- ☆38Updated 4 years ago
- ☆73Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆117Updated 3 years ago
- ☆25Updated 2 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆127Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago