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☆82Updated last year
- ☆20Updated 2 years ago
- ☆93Updated 3 weeks ago
- Reimplementing QuantLib examples by Python☆66Updated 3 years ago
- Simple Risk Premia Strategy☆38Updated 4 years ago
- ☆60Updated 9 months ago
- ☆25Updated 7 years ago
- ☆63Updated last year
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆38Updated 3 months ago
- quantitative - Quantitative finance back testing library☆64Updated 6 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
- ☆24Updated 2 years ago
- Macrosynergy Quant Research☆159Updated 2 weeks ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆22Updated 6 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆129Updated 4 years ago
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆27Updated 7 months ago
- ☆55Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- The model focuses on predicting the impact of trading activities on stock prices using order flow imbalance, trading volume and price cha…☆30Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆101Updated 2 years ago
- Quant Research☆90Updated last week
- Website dedicated to a book on machine learning for factor investing☆235Updated 2 years ago
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆43Updated 7 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆101Updated 3 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆128Updated 4 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆15Updated last year
- Guides, tutorials and presentations☆56Updated 2 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year