LongOnly / Quantitative Notebooks
Licence: apache-2.0
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Stars: ✭ 356
Programming Languages
python
139335 projects - #7 most used programming language
Labels
Projects that are alternatives of or similar to Quantitative Notebooks
QuantResearch
Quantitative analysis, strategies and backtests
Stars: ✭ 1,013 (+184.55%)
Mutual labels: algotrading, trading-strategies, trading-algorithms, quantitative-finance, algorithmic-trading, quantitative-trading
Awesome Quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Stars: ✭ 8,205 (+2204.78%)
Mutual labels: trading-strategies, quantitative-finance, trading-algorithms, quantitative-trading, algotrading
AutoTrader
A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
Stars: ✭ 227 (-36.24%)
Mutual labels: trading-strategies, trading-algorithms, quantitative-finance, algorithmic-trading, quantitative-trading
Quant
Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
Stars: ✭ 104 (-70.79%)
Mutual labels: algorithmic-trading, trading-strategies, quantitative-finance, trading-algorithms, quantitative-trading
Spark R Notebooks
R on Apache Spark (SparkR) tutorials for Big Data analysis and Machine Learning as IPython / Jupyter notebooks
Stars: ✭ 109 (-69.38%)
Mutual labels: jupyter-notebook, data-science, jupyter, data-analysis, notebook
quanttrader
Backtest and live trading in Python
Stars: ✭ 139 (-60.96%)
Mutual labels: algotrading, trading-strategies, trading-algorithms, algorithmic-trading, quantitative-trading
Turingtrader
The Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
Stars: ✭ 132 (-62.92%)
Mutual labels: algorithmic-trading, trading-strategies, quantitative-finance, trading-algorithms, quantitative-trading
Quant Trading
Python 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
Stars: ✭ 2,407 (+576.12%)
Mutual labels: algorithmic-trading, trading-strategies, quantitative-finance, trading-algorithms, quantitative-trading
Data Science Your Way
Ways of doing Data Science Engineering and Machine Learning in R and Python
Stars: ✭ 530 (+48.88%)
Mutual labels: jupyter-notebook, data-science, jupyter, notebook
Darwinexlabs
Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex
Stars: ✭ 248 (-30.34%)
Mutual labels: data-science, algorithmic-trading, trading-strategies, quantitative-finance
Cookbook 2nd Code
Code of the IPython Cookbook, Second Edition, by Cyrille Rossant, Packt Publishing 2018 [read-only repository]
Stars: ✭ 541 (+51.97%)
Mutual labels: jupyter-notebook, data-science, jupyter, data-analysis
Stock analysis for quant
Different Types of Stock Analysis in Python, R, Matlab, Excel, Power BI
Stars: ✭ 525 (+47.47%)
Mutual labels: jupyter-notebook, trading-strategies, quantitative-finance, quantitative-trading
Fastquant
fastquant — Backtest and optimize your trading strategies with only 3 lines of code!
Stars: ✭ 457 (+28.37%)
Mutual labels: jupyter-notebook, trading-strategies, quantitative-finance, algotrading
Sgx Full Orderbook Tick Data Trading Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Stars: ✭ 733 (+105.9%)
Mutual labels: jupyter-notebook, algorithmic-trading, trading-strategies, quantitative-trading
Dataframe
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types, continuous memory storage, and no pointers are involved
Stars: ✭ 828 (+132.58%)
Mutual labels: data-science, data-analysis, trading-strategies, trading-algorithms
Nteract
📘 The interactive computing suite for you! ✨
Stars: ✭ 5,713 (+1504.78%)
Mutual labels: jupyter-notebook, data-science, jupyter, notebook
Machine Learning And Ai In Trading
Applying Machine Learning and AI Algorithms applied to Trading for better performance and low Std.
Stars: ✭ 258 (-27.53%)
Mutual labels: trading-strategies, quantitative-finance, trading-algorithms, quantitative-trading
Cookbook 2nd
IPython Cookbook, Second Edition, by Cyrille Rossant, Packt Publishing 2018
Stars: ✭ 704 (+97.75%)
Mutual labels: jupyter-notebook, data-science, jupyter, data-analysis
Jupytemplate
Templates for jupyter notebooks
Stars: ✭ 85 (-76.12%)
Mutual labels: jupyter-notebook, data-science, jupyter, notebook
Spark Py Notebooks
Apache Spark & Python (pySpark) tutorials for Big Data Analysis and Machine Learning as IPython / Jupyter notebooks
Stars: ✭ 1,338 (+275.84%)
Mutual labels: jupyter-notebook, data-science, data-analysis, notebook
The main objective of this repo is idea generation! Some of these 'strategies' might not be appropriate for consumption due to overfitting (it's meant to be educational)
Dependencies: Numpy; Pandas; Matplotlib and Requests (for fetching Yahoo Finance data)
Difficulty
Moderate:
ML Based Pairs Trading - A simple Machine Learning example, Decision Tree Regressors applied to the previous pair (also requires Scikit-Learn)
Basic:
Long Only Pairs Trading - A simple pairs trading strategy focused on buying the loser! Signal is given by rolling correlation
Introductory:
Dynamic Asset Allocation & Diversification - Exploring geographical diversification and optimizing capital allocation (also requires Scipy)
Market data last updated at 2 July 2020
License
This code has been released under the Apache 2.0 License
Note that the project description data, including the texts, logos, images, and/or trademarks,
for each open source project belongs to its rightful owner.
If you wish to add or remove any projects, please contact us at [email protected].