stefan-jansen / alphalens-reloaded
Performance analysis of predictive (alpha) stock factors
☆387Updated 6 months ago
Alternatives and similar repositories for alphalens-reloaded:
Users that are interested in alphalens-reloaded are comparing it to the libraries listed below
- Portfolio and risk analytics in Python☆451Updated 6 months ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆359Updated 6 years ago
- experiments with pair trading☆288Updated 4 months ago
- GPU-accelerated Factors analysis library and Backtester☆680Updated this week
- Code implementation of the Quantigic 101 Formulaic Alphas☆504Updated 6 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆570Updated this week
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆581Updated last week
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆532Updated 2 months ago
- btplotting provides plotting for backtests, optimization results and live data from backtrader.☆361Updated 7 months ago
- Calendars for various securities exchanges.☆499Updated last week
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆385Updated last year
- Quantitative finance research tools in Python☆417Updated 2 years ago
- ☆325Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆307Updated this week
- ☆288Updated last year
- PyTrendFollow - systematic futures trading using trend following☆400Updated 6 years ago
- ☆388Updated 4 years ago
- A nimble options backtesting library for Python☆1,073Updated 9 months ago
- SABR model Python implementation☆493Updated 2 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆936Updated last year
- ☆129Updated 8 months ago
- Calendars for various securities exchanges.☆635Updated last year
- ☆211Updated 7 years ago
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆434Updated last year
- Backtest and live trading in Python☆585Updated 9 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆181Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆211Updated 3 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆757Updated last year
- A backtester and spreadsheet library for stocks and ETFs☆282Updated 2 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,674Updated 5 months ago