tradologics / AlgoTradingSummitLinks
Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
☆128Updated 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☆246Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆174Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆133Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Option visualization python package☆157Updated last year
- Research Repo (Archive)☆75Updated 5 years ago
- To classify trades into buyer- and seller-initiated.☆153Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Simple backtesting software for options☆193Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆143Updated 11 months ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆167Updated last year
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- ☆215Updated 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☆139Updated 3 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆73Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆267Updated 2 years ago
- Option and stock backtester / live trader☆275Updated 11 months ago
- A collection of homeworks of market microstructure models.☆262Updated 7 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆217Updated 4 years ago
- ☆49Updated 6 years ago
- CS7641 Team project☆97Updated 5 years ago
- An event-driven backtester☆111Updated 5 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆55Updated 5 years ago
- Macrosynergy Quant Research☆160Updated this week
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- algorithmic trading using machine learning☆153Updated last month