systematicinvestor / quantandfinancialLinks
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
Sorting:
- 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
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆10Updated 9 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 2 years ago
- ☆14Updated 7 years ago
- ☆17Updated 9 years ago
- ☆14Updated 9 years ago
- ☆24Updated 9 years ago
- IPython Notebooks from old blog posts☆28Updated 7 years ago
- The Thalesians' LaTeX library☆11Updated last year
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- ☆13Updated 2 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 8 years ago
- Extensible Algo-Trading Python Package.☆20Updated 2 years ago
- ☆22Updated 7 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆36Updated 8 years ago
- Use the zipline and pyfolio to analyze trades.☆9Updated 8 years ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆15Updated 9 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 8 years ago
- A financial blotter for trading FX and Futures☆23Updated 7 years ago
- Python interface to Bloomberg COM APIs☆53Updated 10 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 7 years ago
- Automatically generate Support & Resistance Lines on charts☆20Updated 9 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆8Updated 2 years ago
- ☆10Updated 10 years ago
- Modeling the volatility of commodity futures Indices☆14Updated 8 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆74Updated 4 years ago
- Determine optimal rebalancing of a passive stock portfolio.☆40Updated 5 years ago
- Finance 6470: Derivatives Markets☆10Updated 4 years ago