systematicinvestor / quantandfinancial
Automatically exported from code.google.com/p/quantandfinancial
☆13Updated 9 years ago
Alternatives and similar repositories for quantandfinancial:
Users that are interested in quantandfinancial are comparing it to the libraries listed below
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆10Updated 8 years ago
- ☆17Updated 8 years ago
- ☆14Updated 9 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 2 years ago
- Modeling the volatility of commodity futures Indices☆14Updated 8 years ago
- ☆10Updated 10 years ago
- Using Particle Markov Chain Monte Carlo☆32Updated 5 years ago
- Sample trading strategies using price data and conventional indicators☆16Updated 8 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆26Updated 8 years ago
- This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…☆54Updated 10 years ago
- ☆22Updated 7 years ago
- α collection of resources for people interested in quant finance☆52Updated 6 years ago
- A master database of securities data for use with the Odin algorithmic trading platform.☆19Updated 7 years ago
- ☆9Updated 8 years ago
- Alpaca riding on a zipline☆28Updated 2 years ago
- ☆35Updated 7 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Use the zipline and pyfolio to analyze trades.☆9Updated 8 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆59Updated 2 years ago
- Monkey patches to grease the Interactive Brokers Python API☆17Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆41Updated 6 years ago
- ☆12Updated 2 years ago
- Code for getting implied volatility in Python☆24Updated 7 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆8Updated 2 years ago
- ☆10Updated 7 years ago
- finance☆43Updated 7 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Extensible Algo-Trading Python Package.☆21Updated 2 years ago
- Portfolio optimization package in Python.☆16Updated 5 years ago
- PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to f…☆19Updated 2 years ago