Zvtmodular quant framework.
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Mutual labels: quantitative-finance, algorithmic-trading
PyportfoliooptFinancial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
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Mutual labels: quantitative-finance, algorithmic-trading
ElitequantA list of online resources for quantitative modeling, trading, portfolio management
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Mutual labels: quantitative-finance, algorithmic-trading
QtpylibQTPyLib, Pythonic Algorithmic Trading
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Mutual labels: quantitative-finance, algorithmic-trading
DarwinexlabsDatasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex
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Mutual labels: quantitative-finance, algorithmic-trading
MoonshotVectorized backtester and trading engine for QuantRocket
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Mutual labels: quantitative-finance, algorithmic-trading
Quant TradingPython quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
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Mutual labels: quantitative-finance, algorithmic-trading
MoonchartPerformance tear sheets and backtest analysis for Moonshot
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Mutual labels: quantitative-finance, algorithmic-trading
OptimalportfolioAn open source library for portfolio optimisation
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Mutual labels: quantitative-finance, algorithmic-trading
MlfinlabMlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
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Mutual labels: quantitative-finance, algorithmic-trading
AialphaUse unsupervised and supervised learning to predict stocks
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Mutual labels: quantitative-finance, algorithmic-trading
portfoliolabPortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
Stars: ✭ 104 (+147.62%)
Mutual labels: quantitative-finance, algorithmic-trading
Quant Finance ResourcesCourses, Articles and many more which can help beginners or professionals.
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Mutual labels: quantitative-finance, algorithmic-trading
QuantCodera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
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Mutual labels: quantitative-finance, algorithmic-trading
MachinelearningstocksUsing python and scikit-learn to make stock predictions
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Mutual labels: quantitative-finance, algorithmic-trading
TuringtraderThe Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
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Mutual labels: quantitative-finance, algorithmic-trading
QlibQlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.
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Mutual labels: quantitative-finance, algorithmic-trading
ResearchNotebooks based on financial machine learning.
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Mutual labels: quantitative-finance, algorithmic-trading
Stock.indicatorsStock indicator technical analysis library package for .NET. Send in historical price quotes and get back desired technical indicators. Nothing more. It can be used in any market analysis software using standard OHLCV price quotes for equities, commodities, forex, cryptocurrencies, and others. We had private trading algorithms, machine learning, and charting systems in mind when originally creating this community library. Current indicators include: Accumulation/Distribution Line (ADL), Aroon Oscillator, Arnaud Legoux Moving Average (ALMA), Average Directional Index (ADX), Average True Range (ATR), Awesome Oscillator (AO), Balance of Power (BOP), Beta Coefficient, Bollinger Bands®, Chaikin Money Flow (CMF), Chaikin Oscillator, Chandelier Exit, Choppiness Index (CHOP), Commodity Channel Index (CCI), ConnorsRSI, Correlation Coefficient, Donchian Channels, Double Exponential Moving Average (DEMA), Elder-ray Index, Exponential Moving Average (EMA), Force Index, Fractal Chaos Bands (FCB), Gator Oscillator, Heikin-Ashi, Hull Moving Average (HMA), Ichimoku Cloud, Kaufman's Adaptive Moving Average (KAMA), KDJ Index, Keltner Channels, Momentum Oscillator, Money Flow Index (MFI), MESA Adaptive Moving Averages (MAMA), Moving Average Convergence/Divergence (MACD), Moving Average Envelopes, On-balance Volume (OBV), Parabolic SAR (stop and reverse), Percentage Volume Oscillator (PVO), Pivot Points and Rolling Pivot Points, Price Channels, Price (Comparative) Relative Strength (PRS), Price Momentum Oscillator (PMO), Rate of Change (ROC), Relative Strength Index (RSI), R-Squared (Coefficient of Determination), Simple Moving Average (SMA), Slope and Linear Regression, Smoothed Moving Average (SMMA), Standard Deviation, Stoller Average Range Channel (STARC) Bands, Stochastic Oscillator, Stochastic RSI, SuperTrend, Tillson T3 Moving Average, Triple Exponential Moving Average (TEMA), Triple EMA Oscillator (TRIX), True Strength Index (TSI), Ulcer Index, Ultimate Oscillator, Volume Simple Moving Average, Volume Weighted Average Price (VWAP), Vortex Indicator (VI), Weighted Moving Average (WMA), Williams %R, Williams Alligator, Williams Fractal, and Zig Zag.
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Mutual labels: quantitative-finance, algorithmic-trading
QuantResearchQuantitative analysis, strategies and backtests
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Mutual labels: quantitative-finance, algorithmic-trading