GitPlanet

Cheap and reliable Node.js hosting starts at $3/month, and $1/month static HTML hosting

Created with love in Canada, visit hostnodejs.com today

Feel like to post an Ad? Learn Details
All Projects → turing-usp → turingquant

turing-usp / turingquant

Licence: MIT License
No description or website provided.

Programming Languages

python
139335 projects - #7 most used programming language

Labels

financequantitative-financefinance-dataturing-quant

Projects that are alternatives of or similar to turingquant

Stock Bot
An application that allows you to design and test your own stock trading algorithms in an attempt to beat the market.
Stars: ✭ 240 (+1163.16%)
Mutual labels:  finance, quantitative-finance
quantlib
The idiomatic rust implementation of the QuantLib C++ quantitative finance library
Stars: ✭ 89 (+368.42%)
Mutual labels:  finance, quantitative-finance
Trading Backtest
A stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Stars: ✭ 247 (+1200%)
Mutual labels:  finance, quantitative-finance
Mlfinlab
MlFinLab 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 (+13984.21%)
Mutual labels:  finance, quantitative-finance
IEXSharp
IEX Cloud API for C# and other .net languages. Supports SSE streaming
Stars: ✭ 87 (+357.89%)
Mutual labels:  finance, finance-data
Morpheus Core
The foundational library of the Morpheus data science framework
Stars: ✭ 203 (+968.42%)
Mutual labels:  finance, quantitative-finance
fhub
Python client for Finnhub API
Stars: ✭ 31 (+63.16%)
Mutual labels:  finance, quantitative-finance
Presentations
Slide show presentations regarding data driven investing.
Stars: ✭ 162 (+752.63%)
Mutual labels:  finance, quantitative-finance
Beibo
🤖 Predict the stock market with AI 用AI预测股票市场
Stars: ✭ 46 (+142.11%)
Mutual labels:  finance, quantitative-finance
ProjectReward
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
Stars: ✭ 57 (+200%)
Mutual labels:  finance, quantitative-finance
Finance
Here you can find all the quantitative finance algorithms that I've worked on and refined over the past year!
Stars: ✭ 194 (+921.05%)
Mutual labels:  finance, quantitative-finance
okama
Investment portfolio and stocks analyzing tools for Python with free historical data
Stars: ✭ 87 (+357.89%)
Mutual labels:  finance, quantitative-finance
Quant Notes
Quantitative Interview Preparation Guide, updated version here ==>
Stars: ✭ 180 (+847.37%)
Mutual labels:  finance, quantitative-finance
Tf Quant Finance
High-performance TensorFlow library for quantitative finance.
Stars: ✭ 2,925 (+15294.74%)
Mutual labels:  finance, quantitative-finance
Alpha Mind
quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
Stars: ✭ 171 (+800%)
Mutual labels:  finance, quantitative-finance
cira
Cira algorithmic trading made easy. A Façade library for simpler interaction with alpaca-trade-API from Alpaca Markets.
Stars: ✭ 21 (+10.53%)
Mutual labels:  finance, quantitative-finance
Turingtrader
The Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
Stars: ✭ 132 (+594.74%)
Mutual labels:  finance, quantitative-finance
Pyportfolioopt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Stars: ✭ 2,502 (+13068.42%)
Mutual labels:  finance, quantitative-finance
portfoliolab
PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
Stars: ✭ 104 (+447.37%)
Mutual labels:  finance, quantitative-finance
QuoraBooks
A GitHub repo for Quant Finance resources
Stars: ✭ 17 (-10.53%)
Mutual labels:  finance, quantitative-finance
View All Similar Projects ➔

Turing Quant

turingquant é uma biblioteca para coleta, análise e backtesting de ativos e estratégias financeiras. O projeto está em desenvolvimento ativo pelos membros de Finanças Quantitativas do Grupo Turing.

pip install turingquant instala a última versão estável.

Utilização

A biblioteca conta com 3 módulos: metrics, benchmark, e support.

support possui funções para obter dados fundamentalistas de empresas.

metrics possui funções para obter informações e indicadores sobre uma série de retornos.

benchmark possui funções para calcular o retorno de um ativo em um dado intervalo de tempo.

optimizers possui classes para otimizações de carteiras de investimento.

A API de onde obtemos os dados fundamentalistas é a Alpha Vantage e você pode obter a chave de uso gratuitamente. Essa chave será necessária sempre que você utilizar as funções daily e intraday.

No código você pode verificar o que cada função retorna e a descrição de cada parâmetro que as funções recebem.

Contribuidores

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].