127 Open source projects that are alternatives of or similar to course_codes

Quantitative Interview Preparation Guide, updated version here ==>

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

Cira algorithmic trading made easy. A Façade library for simpler interaction with alpaca-trade-API from Alpaca Markets.

Quantitative finance research tools in Python

🐗 🐻 Deep Learning based Python Library for Stock Market Prediction and Modelling

Python client for Finnhub API

Stock 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.

Haskell Quantitative Finance Library

Algorithmic trading strategies

Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks to construct an optimized diversified intelligent portfolio.

The QuantLib C++ library

算法交易系统，支持CTP、XTP、模拟交易及行情网关、回测。不断迭代更新中。

Quantitative analysis, strategies and backtests

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

Cloud-native Financial Reinforcement Learning

quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.

This repository contains the customized trading algorithms that I have created using the Quantopian IDE.

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

This is all my random garbage.

The Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.

No description or website provided.

A list of online resources for quantitative modeling, trading, portfolio management

Data Analysis Studies on Value Investing

Quantitative systematic trading strategy development and backtesting in Julia

A stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

High-performance TensorFlow library for quantitative finance.

Vectorized backtester and trading engine for QuantRocket

The idiomatic rust implementation of the QuantLib C++ quantitative finance library

An open source library for portfolio optimisation

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

The foundational library of the Morpheus data science framework

Financial Derivatives Calculator with 168+ Models (Options Calculator)

Here you can find all the quantitative finance algorithms that I've worked on and refined over the past year!

A list of companies of possible interest for mathematicians (or related) that are looking for a job in quantitative finance in Zurich.

QuantLib wrappers to other languages

基于Django驱动的开源量化交易平台，功能模块有股票信息、交易策略、风险控制、消息通知、回测、交流社区、财经新闻

Slide show presentations regarding data driven investing.

Java 实盘量化框架

Powerful financial charting library based on R's Quantmod | http://py-quantmod.readthedocs.io/en/latest/

An Quantatitive trading library for crypto-assets 数字货币量化交易框架

Guia de ejemplos didácticos en python temática finanzas bolsa trading argentina usa

Python package of actuarial models, tools, examples and learning materials.

A grid trading strategy and trading-bot for Binance Exchange. 币安交易所的网格交易

Examples and demos showing how to call functions from the NAG Library for Python

(no longer maintained) A simple yet robust (stock+options) API client for Robinhood

PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

Source code for my personal blog

Everything about fintech: companies, technologies, libraries & packages, policies, jobs, milestones .

Deep learning for forecasting company fundamental data

VeighNa框架的CTA策略模块

modular quant framework.

Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex

Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API

High level linear algebra library for Dlang

An application that allows you to design and test your own stock trading algorithms in an attempt to beat the market.

获取股票期货等数据

a quantitative trading system（股指交易）

A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.

Crypto real-time trading engine

ezIBpy, a Pythonic Client for Interactive Brokers API