zazhang / ep-chan-book-algo-tradingLinks
Recreate EP Chan algo trading book strategies
☆409Updated 7 years ago
Alternatives and similar repositories for ep-chan-book-algo-trading
Users that are interested in ep-chan-book-algo-trading are comparing it to the libraries listed below
Sorting:
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆433Updated 5 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆406Updated this week
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆244Updated 7 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆188Updated last year
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆767Updated 2 months ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆471Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆621Updated this week
- Python Algorithmic Trading Cookbook, published by Packt☆492Updated 2 years ago
- A Python library for mathematical finance☆486Updated last year
- Quantitative Finance tools☆554Updated 2 years ago
- Sources codes for: Mastering Python for Finance, Second Edition☆424Updated last month
- SABR model Python implementation☆523Updated 3 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆568Updated 6 months ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆501Updated 7 years ago
- Top training materials in quantitative finance☆421Updated 10 months ago
- A library for financial options pricing written in Python.☆947Updated 2 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆461Updated last year
- Quantitative Finance book☆694Updated 3 months ago
- Collection of resources used on QuantPy YouTube channel.☆237Updated last year
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆442Updated 7 years ago
- Open sourced research notebooks by the QuantConnect team.☆638Updated last year
- Resources for Quantitative Finance☆761Updated last year
- ☆142Updated last year
- ☆260Updated last year
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆585Updated last year
- HFT signals on GDAX☆106Updated 7 years ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆673Updated last week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆975Updated last year
- A sentiment analyzer package for financial assets and securities utilizing GPT models.☆179Updated last year
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆813Updated 2 years ago