systematicinvestor / quantandfinancialLinks
Automatically exported from code.google.com/p/quantandfinancial
☆14Updated 9 years ago
Alternatives and similar repositories for quantandfinancial
Users that are interested in quantandfinancial are comparing it to the libraries listed below
Sorting:
- ☆15Updated 10 years ago
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆10Updated 9 years ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆29Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- ☆22Updated 7 years ago
- ☆14Updated 8 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆110Updated 8 years ago
- IPython Notebooks from old blog posts☆28Updated 8 years ago
- finance☆43Updated 8 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 3 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 9 years ago
- ☆17Updated 9 years ago
- ☆36Updated 7 years ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆15Updated 9 years ago
- Machine Learning for Financial Market Prediction☆59Updated 7 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Updated 8 years ago
- This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…☆53Updated 11 years ago
- ☆36Updated 8 years ago
- ☆14Updated 3 years ago
- Code for getting implied volatility in Python☆27Updated 8 years ago
- The Thalesians' LaTeX library☆11Updated last year
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Updated 10 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Automatically generate Support & Resistance Lines on charts☆20Updated 9 years ago
- Portfolio optimization package in Python.☆16Updated 5 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- Data Analysis Studies on Value Investing☆90Updated 4 years ago
- A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com☆51Updated 11 years ago