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:
- Different quantitative trading models research☆55Updated last year
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆57Updated 5 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆69Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆65Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- ☆41Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆60Updated 3 weeks ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- Portfolio optimization with cvxopt☆40Updated last week
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- Design your own Trading Strategy☆38Updated last year
- Time Series Prediction of Volume in LOB☆59Updated last year
- 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
- ☆25Updated 7 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- ☆36Updated 8 years ago
- Modeling the volatility of commodity futures Indices☆15Updated 8 years ago
- ☆47Updated 2 years ago
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆61Updated 5 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆94Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago