tkim / emsx_api_docLinks
EMSX API Programmers Guide
☆16Updated last year
Alternatives and similar repositories for emsx_api_doc
Users that are interested in emsx_api_doc are comparing it to the libraries listed below
Sorting:
- EMSX API Code Samples☆81Updated last year
- ☆20Updated 2 years ago
- ☆83Updated 2 weeks ago
- ☆22Updated 2 years ago
- Simple Risk Premia Strategy☆37Updated 4 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 4 years ago
- ☆51Updated last year
- Reimplementing QuantLib examples by Python☆65Updated 2 years ago
- Teaching Resources for Cuemacro courses☆54Updated 4 months ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆38Updated last month
- ☆58Updated 7 months ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- ☆60Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- Macrosynergy Quant Research☆153Updated this week
- ☆25Updated 7 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago
- Website dedicated to a book on machine learning for factor investing☆230Updated 2 years ago
- ☆46Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆171Updated 2 weeks ago
- Windows desktop algo trading with QuantConnect Lean engine.☆105Updated last month
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆137Updated 8 months ago
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆27Updated 5 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆67Updated 4 years ago
- Guides, tutorials and presentations☆56Updated 2 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Updated 4 years ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆94Updated 11 months ago
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆42Updated 7 years ago