souzatharsis / open-quant-live-book
An open source, hands-on and fully reproducible book in quantitative finance, data science and econophysics. Join us and help Make Wall Street Great Again!
☆368Updated 3 years ago
Alternatives and similar repositories for open-quant-live-book:
Users that are interested in open-quant-live-book are comparing it to the libraries listed below
- Quantitative finance research tools in Python☆414Updated 2 years ago
- Quantitative Finance and Algorithmic Trading☆335Updated 9 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆509Updated 3 weeks ago
- Mostly experiments based on "Advances in financial machine learning" book☆545Updated 4 years ago
- Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.☆606Updated 3 years ago
- Advances in Financial Machine Learning☆769Updated 2 years ago
- Sources codes for: Mastering Python for Finance, Second Edition☆409Updated 2 months ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆206Updated 3 years ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆759Updated last year
- Website dedicated to a book on machine learning for factor investing☆218Updated last year
- An open source library for portfolio optimisation☆358Updated 11 months ago
- Basic options pricing in Python☆313Updated 10 years ago
- Open sourced research notebooks by the QuantConnect team.☆559Updated 9 months ago
- Accompanying source codes for my book 'Mastering Python for Finance'.☆523Updated 2 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆235Updated last year
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆392Updated 4 years ago
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆563Updated 10 months ago
- Python package designed for general financial and security returns analysis.☆329Updated last year
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆462Updated 3 years ago
- Resources for Quantitative Finance☆700Updated 8 months ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆570Updated this week
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆351Updated 6 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,646Updated 3 months ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆250Updated 6 years ago
- DX Analytics | Financial and Derivatives Analytics with Python☆730Updated 4 years ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆434Updated 7 years ago
- ☆492Updated last year
- Quantitative Finance book☆559Updated 9 months ago
- ☆274Updated last year
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆915Updated last year