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 (+20.93%)
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 (+3011.63%)
ElitequantA list of online resources for quantitative modeling, trading, portfolio management
Stars: ✭ 1,823 (+2019.77%)
QuantResearchQuantitative analysis, strategies and backtests
Stars: ✭ 1,013 (+1077.91%)
PyportfoliooptFinancial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Stars: ✭ 2,502 (+2809.3%)
Py QuantmodPowerful financial charting library based on R's Quantmod | http://py-quantmod.readthedocs.io/en/latest/
Stars: ✭ 155 (+80.23%)
Quant NotesQuantitative Interview Preparation Guide, updated version here ==>
Stars: ✭ 180 (+109.3%)
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 (+16.28%)
PynaissanceA 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.
Stars: ✭ 16 (-81.4%)
ProjectRewardA software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
Stars: ✭ 57 (-33.72%)
finfinance
Stars: ✭ 38 (-55.81%)
HistoricalVolatilityA framework for historical volatility estimation and analysis.
Stars: ✭ 22 (-74.42%)
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 (+2698.84%)
QuoraBooksA GitHub repo for Quant Finance resources
Stars: ✭ 17 (-80.23%)
Strategems.jlQuantitative systematic trading strategy development and backtesting in Julia
Stars: ✭ 106 (+23.26%)
Quantitative NotebooksEducational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Stars: ✭ 356 (+313.95%)
okamaInvestment portfolio and stocks analyzing tools for Python with free historical data
Stars: ✭ 87 (+1.16%)
Awesome Algorithmic TradingA curated list of awesome algorithmic trading frameworks, libraries, software and resources
Stars: ✭ 328 (+281.4%)
Bulbea🐗 🐻 Deep Learning based Python Library for Stock Market Prediction and Modelling
Stars: ✭ 1,585 (+1743.02%)
Zvtmodular quant framework.
Stars: ✭ 1,801 (+1994.19%)
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 (+20.93%)
TAA-PGUsage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).
Stars: ✭ 26 (-69.77%)
Awesome QuantA curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Stars: ✭ 8,205 (+9440.7%)
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 (-41.86%)
TuringtraderThe Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
Stars: ✭ 132 (+53.49%)
AutoTraderA Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
Stars: ✭ 227 (+163.95%)
Trading BacktestA stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Stars: ✭ 247 (+187.21%)
Beibo🤖 Predict the stock market with AI 用AI预测股票市场
Stars: ✭ 46 (-46.51%)
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 (+8716.28%)
Gdax Orderbook MlApplication of machine learning to the Coinbase (GDAX) orderbook
Stars: ✭ 60 (-30.23%)
pybtcNo description or website provided.
Stars: ✭ 16 (-81.4%)
EzibpyezIBpy, a Pythonic Client for Interactive Brokers API
Stars: ✭ 238 (+176.74%)
Tf Quant FinanceHigh-performance TensorFlow library for quantitative finance.
Stars: ✭ 2,925 (+3301.16%)
Awesome-FinTechEverything about fintech: companies, technologies, libraries & packages, policies, jobs, milestones .
Stars: ✭ 29 (-66.28%)
QuantlibThe QuantLib C++ library
Stars: ✭ 2,944 (+3323.26%)
OptimalportfolioAn open source library for portfolio optimisation
Stars: ✭ 228 (+165.12%)
AlphatoolsQuantitative finance research tools in Python
Stars: ✭ 226 (+162.79%)
EitenStatistical and Algorithmic Investing Strategies for Everyone
Stars: ✭ 2,197 (+2454.65%)
Morpheus CoreThe foundational library of the Morpheus data science framework
Stars: ✭ 203 (+136.05%)
finance-project-dddProjeto financeiro usando domain driven design, tdd, arquitetura hexagonal e solid
Stars: ✭ 67 (-22.09%)
qc portfolio optimizationA program that implements the portfolio optimization experiments using a hybrid quantum computing algorithm from arXiv:1911.05296. The code was developed as part of the 2020 Quantum mentorship program. Many thanks to my mentor Guoming Wang from Zapata Computing!
Stars: ✭ 21 (-75.58%)
FinanceHere you can find all the quantitative finance algorithms that I've worked on and refined over the past year!
Stars: ✭ 194 (+125.58%)
Quantlib SwigQuantLib wrappers to other languages
Stars: ✭ 176 (+104.65%)
AI-for-Trading📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com
Stars: ✭ 59 (-31.4%)
Alpha Mindquantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
Stars: ✭ 171 (+98.84%)
PresentationsSlide show presentations regarding data driven investing.
Stars: ✭ 162 (+88.37%)
osqpThe Operator Splitting QP Solver
Stars: ✭ 929 (+980.23%)
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 (+82.56%)
poptimizerОптимизация долгосрочного портфеля акций
Stars: ✭ 78 (-9.3%)
Bursatil Argentina PythonGuia de ejemplos didácticos en python temática finanzas bolsa trading argentina usa
Stars: ✭ 153 (+77.91%)
ciraCira algorithmic trading made easy. A Façade library for simpler interaction with alpaca-trade-API from Alpaca Markets.
Stars: ✭ 21 (-75.58%)
RiskPortfoliosFunctions for the construction of risk-based portfolios
Stars: ✭ 43 (-50%)
quantopian-ensemble-methodsAssisting repository for the published paper investigating ensemble methods in algorithmic trading.
Stars: ✭ 38 (-55.81%)