Modeling the volatility of commodity futures Indices
☆15Mar 17, 2017Updated 9 years ago
Alternatives and similar repositories for Commodities
Users that are interested in Commodities are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A Python script for generating price databases for various commodities (bitcoin, litecoin, ppcoin, gold, silver, etc.)☆15Jun 3, 2013Updated 12 years ago
- convertible bond pricing☆13Sep 17, 2014Updated 11 years ago
- LSTM model to predict commodity price☆12Jul 6, 2019Updated 6 years ago
- Asset allocation and Portfolio Management Course @ Baruch MFE☆16Feb 1, 2020Updated 6 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- Models and programs developed as part of XTX Forecastin Challenge 2019☆28Jul 6, 2023Updated 2 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Jun 5, 2022Updated 3 years ago
- Python client library for benzinga news and financial data☆30Mar 6, 2026Updated 2 weeks ago
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 years ago
- Simple annuity algorithms☆21Aug 29, 2014Updated 11 years ago
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- Vortexa DataScience SDK☆22Mar 11, 2026Updated last week
- ☆15Sep 29, 2015Updated 10 years ago
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 6 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 5 years ago
- A financial blotter for trading FX and Futures☆23Aug 30, 2017Updated 8 years ago
- Awesome Option Price Calculator☆19Aug 16, 2020Updated 5 years ago
- This repo simulates Poker rounds to identify winning percentages and probabilities☆12May 1, 2023Updated 2 years ago
- Functions for executing trading strategies via the API of Interactive Brokers☆15Oct 29, 2021Updated 4 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆100Jul 29, 2024Updated last year
- DJIA index prices of 10 years and NYtimes news articles headline has been used to predict the DJIA index prices☆18Feb 21, 2018Updated 8 years ago
- A React TypeScript app which tracks skills used in various projects☆24Aug 11, 2024Updated last year
- A master database of securities data for use with the Odin algorithmic trading platform.☆20Nov 25, 2017Updated 8 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆11Feb 21, 2022Updated 4 years ago
- ☆19Jan 6, 2019Updated 7 years ago
- ☆27Sep 25, 2022Updated 3 years ago
- Thinkful data science program portfolio☆14May 14, 2020Updated 5 years ago
- Data Augmentation with Python, published by Packt☆37Oct 28, 2024Updated last year
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- ☆14Dec 31, 2023Updated 2 years ago
- Testing trading signals of commodity futures☆17Apr 4, 2020Updated 5 years ago
- Deep Neural Network Trading collection of Tensorflow Jupyter notebooks☆63May 22, 2023Updated 2 years ago
- algorithmic trading agent built in python - leverages TD Ameritrade's public APIs for executing and tracking orders (equities and option …☆21Apr 2, 2018Updated 7 years ago
- "Buying a house is a stressful thing." We built a model to predict the prices of residential homes in Ames, Iowa, using advanced regressi…☆16Sep 19, 2017Updated 8 years ago
- This repository contains instructions and code to deploy a customer 360 profile solution on Azure stack using the Cortana Intelligence Su…☆26Aug 10, 2018Updated 7 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago