Trading BacktestA stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Stars: ✭ 247 (-20.06%)
Strategems.jlQuantitative systematic trading strategy development and backtesting in Julia
Stars: ✭ 106 (-65.7%)
QuantResearchQuantitative analysis, strategies and backtests
Stars: ✭ 1,013 (+227.83%)
Quant NotesQuantitative Interview Preparation Guide, updated version here ==>
Stars: ✭ 180 (-41.75%)
Gdax Orderbook MlApplication of machine learning to the Coinbase (GDAX) orderbook
Stars: ✭ 60 (-80.58%)
Quantitative NotebooksEducational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Stars: ✭ 356 (+15.21%)
ElitequantA list of online resources for quantitative modeling, trading, portfolio management
Stars: ✭ 1,823 (+489.97%)
Ft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。
Stars: ✭ 100 (-67.64%)
TuringtraderThe Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
Stars: ✭ 132 (-57.28%)
Py QuantmodPowerful financial charting library based on R's Quantmod | http://py-quantmod.readthedocs.io/en/latest/
Stars: ✭ 155 (-49.84%)
Zvtmodular quant framework.
Stars: ✭ 1,801 (+482.85%)
QuoraBooksA GitHub repo for Quant Finance resources
Stars: ✭ 17 (-94.5%)
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.
Stars: ✭ 7,582 (+2353.72%)
Awesome Algorithmic TradingA curated list of awesome algorithmic trading frameworks, libraries, software and resources
Stars: ✭ 328 (+6.15%)
Trading-AlgorithmsThis repository contains the customized trading algorithms that I have created using the Quantopian IDE.
Stars: ✭ 86 (-72.17%)
Awesome QuantA curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Stars: ✭ 8,205 (+2555.34%)
Gym ContinuousdoubleauctionA custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
Stars: ✭ 50 (-83.82%)
Bulbea🐗 🐻 Deep Learning based Python Library for Stock Market Prediction and Modelling
Stars: ✭ 1,585 (+412.94%)
QuantCodera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
Stars: ✭ 104 (-66.34%)
pybtcNo description or website provided.
Stars: ✭ 16 (-94.82%)
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 (+678.96%)
FinRL PodracerCloud-native Financial Reinforcement Learning
Stars: ✭ 179 (-42.07%)
AutoTraderA Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
Stars: ✭ 227 (-26.54%)
turingquantNo description or website provided.
Stars: ✭ 19 (-93.85%)
Awesome Speech EnhancementA tutorial for Speech Enhancement researchers and practitioners. The purpose of this repo is to organize the world’s resources for speech enhancement and make them universally accessible and useful.
Stars: ✭ 257 (-16.83%)
ZS-Data-Science-ChallengeA Data science challenge - "Mekktronix Sales Forecasting" organised by ZS through Hackerearth platform. Rank: 223 out of 4743.
Stars: ✭ 21 (-93.2%)
MathematicaforpredictionMathematica implementations of machine learning algorithms used for prediction and personalization.
Stars: ✭ 288 (-6.8%)
piker#nontina, #paperhands,, #pwnzebotz, #tradezbyguille
Stars: ✭ 63 (-79.61%)
sharpesharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinforcement learning) in the context of quantitative trading
Stars: ✭ 33 (-89.32%)
adventures-with-annAll the code for a series of Medium articles on Approximate Nearest Neighbors
Stars: ✭ 40 (-87.06%)
Finmath LibMathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Stars: ✭ 293 (-5.18%)
51bitquant51bitquant Python数字货币量化交易视频 CCXT框架 爬取交易所数据 比特币量化交易 交易机器人51bitquant tradingbot cryptocurrency quantitative trading btc trading
Stars: ✭ 284 (-8.09%)
NetketMachine learning algorithms for many-body quantum systems
Stars: ✭ 256 (-17.15%)
reweighted-wsImplementation of the reweighted wake-sleep machine learning algorithm
Stars: ✭ 39 (-87.38%)
glossaryhttps://machinelearning.wtf/ - An online glossary of machine learning terms.
Stars: ✭ 28 (-90.94%)
QlnetQLNet C# Library
Stars: ✭ 252 (-18.45%)
Customer segmentationAnalysing the content of an E-commerce database that contains list of purchases. Based on the analysis, I develop a model that allows to anticipate the purchases that will be made by a new customer, during the following year from its first purchase.
Stars: ✭ 80 (-74.11%)
Awesome Computer Vision ModelsA list of popular deep learning models related to classification, segmentation and detection problems
Stars: ✭ 278 (-10.03%)
OpencvInstallationshell script for openCV installation and configuration in linux based system. Most easy way to configue openCV, you only need to run opencv.sh shell file.
Stars: ✭ 16 (-94.82%)
quanttraderBacktest and live trading in Python
Stars: ✭ 139 (-55.02%)
MachineLearningSeriesVídeos e códigos do Universo Discreto ensinando o fundamental de Machine Learning em Python. Para mais detalhes, acompanhar a playlist listada.
Stars: ✭ 20 (-93.53%)
HistoricalVolatilityA framework for historical volatility estimation and analysis.
Stars: ✭ 22 (-92.88%)
PyImpetusPyImpetus is a Markov Blanket based feature subset selection algorithm that considers features both separately and together as a group in order to provide not just the best set of features but also the best combination of features
Stars: ✭ 83 (-73.14%)
Ocr Form ToolsA set of tools to use in Microsoft Azure Form Recognizer and OCR services.
Stars: ✭ 298 (-3.56%)
Vtreatvtreat is a data frame processor/conditioner that prepares real-world data for predictive modeling in a statistically sound manner. Distributed under choice of GPL-2 or GPL-3 license.
Stars: ✭ 274 (-11.33%)
FB-Ads-Opt-UCBThe easiest way to optimize Facebook Ads using Upper Confidence Bound Algorithm. 💻
Stars: ✭ 23 (-92.56%)
COVID19Using Kalman Filter to Predict Corona Virus Spread
Stars: ✭ 78 (-74.76%)
genieclustGenie++ Fast and Robust Hierarchical Clustering with Noise Point Detection - for Python and R
Stars: ✭ 34 (-89%)