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 (+6.95%)
portfoliolabPortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
Stars: ✭ 104 (-95.84%)
Beibo🤖 Predict the stock market with AI 用AI预测股票市场
Stars: ✭ 46 (-98.16%)
py-investmentExtensible Algo-Trading Python Package.
Stars: ✭ 19 (-99.24%)
QuantResearchQuantitative analysis, strategies and backtests
Stars: ✭ 1,013 (-59.51%)
okamaInvestment portfolio and stocks analyzing tools for Python with free historical data
Stars: ✭ 87 (-96.52%)
ResearchNotebooks based on financial machine learning.
Stars: ✭ 714 (-71.46%)
investbookОценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.
Stars: ✭ 83 (-96.68%)
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 (+203.04%)
AutoTraderA Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
Stars: ✭ 227 (-90.93%)
QuantdomPython-based framework for backtesting trading strategies & analyzing financial markets [GUI ]
Stars: ✭ 449 (-82.05%)
AlgorithmictradingThis repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
Stars: ✭ 157 (-93.73%)
pyEXPython interface to IEX and IEX cloud APIs
Stars: ✭ 407 (-83.73%)
TaiA composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
Stars: ✭ 264 (-89.45%)
piker#nontina, #paperhands,, #pwnzebotz, #tradezbyguille
Stars: ✭ 63 (-97.48%)
Alpha Mindquantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
Stars: ✭ 171 (-93.17%)
quantlibThe idiomatic rust implementation of the QuantLib C++ quantitative finance library
Stars: ✭ 89 (-96.44%)
gobacktestevent-driven backtesting framework written in golang
Stars: ✭ 179 (-92.85%)
AlphalensPerformance analysis of predictive (alpha) stock factors
Stars: ✭ 2,130 (-14.87%)
QuoraBooksA GitHub repo for Quant Finance resources
Stars: ✭ 17 (-99.32%)
Trading-AlgorithmsThis repository contains the customized trading algorithms that I have created using the Quantopian IDE.
Stars: ✭ 86 (-96.56%)
finfinance
Stars: ✭ 38 (-98.48%)
ElitequantA list of online resources for quantitative modeling, trading, portfolio management
Stars: ✭ 1,823 (-27.14%)
TuringtraderThe Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
Stars: ✭ 132 (-94.72%)
Riskfolio LibPortfolio Optimization and Quantitative Strategic Asset Allocation in Python
Stars: ✭ 305 (-87.81%)
Quantitative NotebooksEducational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Stars: ✭ 356 (-85.77%)
Quant NotesQuantitative Interview Preparation Guide, updated version here ==>
Stars: ✭ 180 (-92.81%)
Algorithmic-TradingI have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
Stars: ✭ 47 (-98.12%)
FinancepyA Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Stars: ✭ 416 (-83.37%)
RedtorchJava开源量化交易开发框架
Stars: ✭ 528 (-78.9%)
Go Finance⚠️ Deprecrated in favor of https://github.com/piquette/finance-go
Stars: ✭ 536 (-78.58%)
PandapyPandaPy has the speed of NumPy and the usability of Pandas 10x to 50x faster (by @firmai)
Stars: ✭ 474 (-81.06%)
Ta LibPython wrapper for TA-Lib (http://ta-lib.org/).
Stars: ✭ 6,034 (+141.17%)
Stock Analysis EngineBacktest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/
Stars: ✭ 605 (-75.82%)
Strata Open source analytics and market risk library from OpenGamma
Stars: ✭ 598 (-76.1%)
Xalpha基金投资管理回测引擎
Stars: ✭ 683 (-72.7%)
Fastquantfastquant — Backtest and optimize your trading strategies with only 3 lines of code!
Stars: ✭ 457 (-81.73%)
QuantmodQuantitative Financial Modelling Framework
Stars: ✭ 578 (-76.9%)
Fecon235Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
Stars: ✭ 708 (-71.7%)
Awesome QuantA curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Stars: ✭ 8,205 (+227.94%)
Deep HedgingDeep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
Stars: ✭ 30 (-98.8%)
Stock2vecVariational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history
Stars: ✭ 30 (-98.8%)
Python TrainingPython training for business analysts and traders
Stars: ✭ 972 (-61.15%)
MoonchartPerformance tear sheets and backtest analysis for Moonshot
Stars: ✭ 19 (-99.24%)
PortbalanceDetermine optimal rebalancing of a passive stock portfolio.
Stars: ✭ 31 (-98.76%)
Pandas TaTechnical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators
Stars: ✭ 962 (-61.55%)
DeeptradingDeep Neural Network Trading collection of Tensorflow Jupyter notebooks
Stars: ✭ 41 (-98.36%)
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 (-98%)
Gdax Orderbook MlApplication of machine learning to the Coinbase (GDAX) orderbook
Stars: ✭ 60 (-97.6%)
Quant Finance ResourcesCourses, Articles and many more which can help beginners or professionals.
Stars: ✭ 36 (-98.56%)