tradologics / AlgoTradingSummit
Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
☆123Updated 3 years ago
Alternatives and similar repositories for AlgoTradingSummit:
Users that are interested in AlgoTradingSummit are comparing it to the libraries listed below
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆105Updated 10 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- 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
- To classify trades into buyer- and seller-initiated.☆137Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆130Updated 3 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆162Updated 3 years ago
- ☆113Updated 2 years ago
- Research Repo (Archive)☆72Updated 4 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆125Updated 5 years ago
- A collection of homeworks of market microstructure models.☆223Updated 6 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆61Updated 3 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆154Updated 2 months ago
- Option and stock backtester / live trader☆250Updated 3 months ago
- Simple backtesting software for options☆170Updated 7 months ago
- Quantamental finance research with python☆145Updated 2 years ago
- ☆210Updated 7 years ago
- ☆42Updated 5 years ago
- algorithmic trading using machine learning☆144Updated last month
- CS7641 Team project☆93Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆116Updated last year
- some zipline data bundles☆61Updated last year
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆22Updated 2 months ago
- Macrosynergy Quant Research☆118Updated this week
- ☆135Updated last year
- QSTrader☆133Updated 6 years ago
- ☆41Updated 2 years ago
- ☆111Updated 7 years ago