TradingstrategiesAlgorithmic trading strategies
Stars: ✭ 120 (-95.92%)
Mutual labels: quantitative-finance
Py QuantmodPowerful financial charting library based on R's Quantmod | http://py-quantmod.readthedocs.io/en/latest/
Stars: ✭ 155 (-94.74%)
Mutual labels: quantitative-finance
FinanceHere you can find all the quantitative finance algorithms that I've worked on and refined over the past year!
Stars: ✭ 194 (-93.41%)
Mutual labels: quantitative-finance
TuringtraderThe Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
Stars: ✭ 132 (-95.52%)
Mutual labels: quantitative-finance
Bursatil Argentina PythonGuia de ejemplos didácticos en python temática finanzas bolsa trading argentina usa
Stars: ✭ 153 (-94.8%)
Mutual labels: quantitative-finance
PresentationsSlide show presentations regarding data driven investing.
Stars: ✭ 162 (-94.5%)
Mutual labels: quantitative-finance
ElitequantA list of online resources for quantitative modeling, trading, portfolio management
Stars: ✭ 1,823 (-38.08%)
Mutual labels: quantitative-finance
AlphatoolsQuantitative finance research tools in Python
Stars: ✭ 226 (-92.32%)
Mutual labels: quantitative-finance
PyportfoliooptFinancial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Stars: ✭ 2,502 (-15.01%)
Mutual labels: quantitative-finance
Quant NotesQuantitative Interview Preparation Guide, updated version here ==>
Stars: ✭ 180 (-93.89%)
Mutual labels: quantitative-finance
Binance grid traderA grid trading strategy and trading-bot for Binance Exchange. 币安交易所的网格交易
Stars: ✭ 132 (-95.52%)
Mutual labels: quantitative-finance
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
Stars: ✭ 2,407 (-18.24%)
Mutual labels: quantitative-finance
Alpha Mindquantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
Stars: ✭ 171 (-94.19%)
Mutual labels: quantitative-finance
Fast arrow(no longer maintained) A simple yet robust (stock+options) API client for Robinhood
Stars: ✭ 127 (-95.69%)
Mutual labels: quantitative-finance
MlfinlabMlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Stars: ✭ 2,676 (-9.1%)
Mutual labels: quantitative-finance
BlogSource code for my personal blog
Stars: ✭ 117 (-96.03%)
Mutual labels: quantitative-finance
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.
Stars: ✭ 157 (-94.67%)
Mutual labels: quantitative-finance
OptimalportfolioAn open source library for portfolio optimisation
Stars: ✭ 228 (-92.26%)
Mutual labels: quantitative-finance
Morpheus CoreThe foundational library of the Morpheus data science framework
Stars: ✭ 203 (-93.1%)
Mutual labels: quantitative-finance
Quantlib SwigQuantLib wrappers to other languages
Stars: ✭ 176 (-94.02%)
Mutual labels: quantitative-finance