tradologics / AlgoTradingSummit
Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
☆101Updated 3 years ago
Alternatives and similar repositories for AlgoTradingSummit:
Users that are interested in AlgoTradingSummit are comparing it to the libraries listed below
- ☆44Updated 7 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆56Updated 3 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆123Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆235Updated 11 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆158Updated 3 years ago
- Research Repo (Archive)☆70Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆123Updated last month
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆112Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆134Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆61Updated 4 years ago
- ☆206Updated 7 years ago
- Probability of Backtest Overfitting in Python☆120Updated last year
- QSTrader☆129Updated 5 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆147Updated this week
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- Option visualization python package☆145Updated last year
- An event-driven backtester☆94Updated 4 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆94Updated 8 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆115Updated last year
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆49Updated 7 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year
- A dockerized Jupyter quant research environment.☆163Updated this week
- Macrosynergy Quant Research☆111Updated this week
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- Vectorized backtester and trading engine for QuantRocket☆207Updated 3 weeks ago
- ☆113Updated 2 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆54Updated 4 years ago