yhilpisch / tpqps
tpqps is a wrapper package for the streaming API of Plotly.
☆11Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for tpqps
- Simple portfolio analysis and management.☆26Updated 2 years ago
- ☆33Updated 6 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 3 years ago
- Contains the code for my financial machine learning articles☆51Updated 4 years ago
- Notebooks and stuff from quantfiction.com☆35Updated 4 years ago
- ☆23Updated 6 years ago
- quantitative - Quantitative finance back testing library☆63Updated 5 years ago
- Research and Backtests I have been working on...enjoy☆69Updated 3 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 6 months ago
- ☆45Updated 7 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆73Updated 6 years ago
- ☆55Updated last year
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆44Updated 3 years ago
- ☆35Updated 2 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆142Updated 2 years ago
- Library for simulation and analysis of vanilla and exotic options☆30Updated 4 years ago
- Productivity Tools for Plotly + Pandas☆17Updated 6 years ago
- Repository of Python for Finance Cookbook, published by Packt☆85Updated 3 years ago
- Automated trading system for NOPE strategy over IBKR TWS☆30Updated 3 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆55Updated 4 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated last year
- By means of stochastic volatility models☆41Updated 4 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆51Updated last month
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆85Updated 2 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆49Updated 3 years ago