wegamekinglc / VisualPortfolio
☆106Updated 8 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☆139Updated 9 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆117Updated 4 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 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 7 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆231Updated 2 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆121Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Python framework for real-time financial and backtesting trading strategies☆213Updated 9 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆96Updated 2 years ago
- Python tools to quantitatively manage financial risk☆66Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆127Updated 2 years ago
- Algo execution engine☆91Updated 9 years ago
- Zipline Extensions for QuantRocket☆18Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- QSTrader☆133Updated 6 years ago
- Financial security modelling with Python and QuantLib☆33Updated 10 years ago
- ☆45Updated 10 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Root-finding algos, Black-Scholes and trees with Python☆44Updated 10 years ago
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆26Updated last month
- Kelly Criterion calculation☆96Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization☆29Updated 9 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆31Updated last year
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆125Updated last year
- Algorithmic trading platform for multiple assets☆36Updated 8 years ago