teddykoker / blogLinks
Source code for my personal blog
☆195Updated last week
Alternatives and similar repositories for blog
Users that are interested in blog are comparing it to the libraries listed below
Sorting:
- ☆117Updated last year
- ☆216Updated 8 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 3 years ago
- QSTrader☆134Updated 6 years ago
- Machine learning end-to-end research and trade execution☆100Updated 5 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- Simple backtesting software for options☆193Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆270Updated 6 years ago
- ☆126Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- trend / momentum and other patterns in financial timeseries☆273Updated 4 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆118Updated 10 months ago
- Quantitative finance research tools in Python☆444Updated 2 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆142Updated 4 months ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆314Updated 9 months ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Code and data for my blogs☆91Updated 4 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆384Updated 2 years ago
- ☆512Updated 2 years ago
- ☆128Updated 2 months ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- Option and stock backtester / live trader☆277Updated last year
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- Python Options Pricing Library☆286Updated 4 years ago
- Option visualization python package☆157Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆219Updated 4 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆369Updated 2 years ago