sumilk / algo_tradingLinks
☆140Updated last year
Alternatives and similar repositories for algo_trading
Users that are interested in algo_trading are comparing it to the libraries listed below
Sorting:
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆166Updated 3 weeks ago
- ☆138Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆114Updated 3 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆119Updated last year
- Python library for asset pricing☆115Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆118Updated last year
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- Notebooks based on financial machine learning.☆50Updated 5 years ago
- Financial AI with Python☆77Updated 2 months ago
- ☆45Updated 6 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated this week
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆260Updated this week
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆78Updated 3 years ago
- Probability of Backtest Overfitting in Python☆126Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- CS7641 Team project☆95Updated 4 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆126Updated 3 years ago
- ☆81Updated 7 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆168Updated 3 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆184Updated last year
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆165Updated last year
- Macrosynergy Quant Research☆143Updated this week
- Research Repo (Archive)☆73Updated 4 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆75Updated 5 months ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Algo Trading Research & Documentation☆20Updated last year