stefan-jansen / alphatoolsLinks
Quantitative finance research tools in Python
☆11Updated 6 years ago
Alternatives and similar repositories for alphatools
Users that are interested in alphatools are comparing it to the libraries listed below
Sorting:
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆56Updated 5 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Time Series Prediction of Volume in LOB☆58Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- ☆25Updated 7 years ago
- ☆73Updated 3 years ago
- ☆15Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- ☆36Updated 8 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- ☆41Updated 4 years ago
- Developing a trend following model using futures☆34Updated 2 years ago
- Different quantitative trading models research☆54Updated 11 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Updated 4 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆27Updated 2 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆79Updated 2 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- Contains the code for my financial machine learning articles☆49Updated 5 years ago