tradologics / AlgoTradingSummit
Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
☆124Updated 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.☆114Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- Option visualization python package☆150Updated last year
- Macrosynergy Quant Research☆128Updated last week
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆165Updated 3 years ago
- Quantamental finance research with python☆146Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- ☆43Updated 5 years ago
- algorithmic trading using machine learning☆145Updated this week
- Simple backtesting software for options☆176Updated 9 months ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆120Updated 2 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆209Updated 3 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆124Updated 4 years ago
- ☆211Updated 7 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆158Updated 3 weeks ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆131Updated 5 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Option and stock backtester / live trader☆257Updated 4 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆183Updated last year
- QSTrader☆133Updated 6 years ago
- ☆114Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆142Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆261Updated 2 years ago
- CS7641 Team project☆94Updated 4 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆149Updated 8 months ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆124Updated 5 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆63Updated 4 years ago
- A collection of homeworks of market microstructure models.☆236Updated 7 years ago
- Trading Evolved book code☆69Updated 4 years ago