wegamekinglc / VisualPortfolio
☆105Updated 7 years ago
Alternatives and similar repositories for VisualPortfolio:
Users that are interested in VisualPortfolio are comparing it to the libraries listed below
- portfolio construction and quantitative analysis☆140Updated 9 years ago
- The Thalesians' Python library☆62Updated 8 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- Python framework for real-time financial and backtesting trading strategies☆213Updated 9 years ago
- Python tools to quantitatively manage financial risk☆65Updated 5 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆72Updated 6 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆31Updated last year
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆116Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆74Updated 6 years ago
- ☆52Updated 5 months ago
- Modular trading models with Interactive Brokers and backtester in Python☆120Updated 5 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆235Updated 11 months ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆229Updated 2 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆93Updated 2 years ago
- Algorithmic trading platform for multiple assets☆36Updated 7 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆123Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Algo execution engine☆89Updated 8 years ago
- ☆45Updated 9 years ago
- Technical Analysis Library Time-Series☆154Updated 4 months ago
- Probability of Backtest Overfitting in Python☆120Updated last year
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 8 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆126Updated 6 years ago
- QSTrader☆129Updated 5 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆151Updated 6 years ago
- Async integration between backtrader and Interactive brokers.☆68Updated last year