tradologics / AlgoTradingSummitLinks
Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
☆127Updated 4 years ago
Alternatives and similar repositories for AlgoTradingSummit
Users that are interested in AlgoTradingSummit are comparing it to the libraries listed below
Sorting:
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆140Updated last year
- Simple backtesting software for options☆194Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- A collection of homeworks of market microstructure models.☆274Updated 7 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆125Updated 3 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- An event-driven backtester☆112Updated 5 years ago
- Option and stock backtester / live trader☆281Updated last year
- Automatically generated reports and diagnostics of interest to futures traders☆62Updated this week
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆55Updated 5 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- ☆216Updated 8 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆146Updated 5 months ago
- Research Repo (Archive)☆74Updated 5 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆221Updated 4 years ago
- Option visualization python package☆160Updated 2 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆173Updated last year
- algorithmic trading using machine learning☆154Updated 3 months ago
- ☆141Updated 2 years ago
- ☆49Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆145Updated last year
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 3 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆135Updated 4 years ago