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337 search results found

Quanttradingresearch ⭐ 21

Different quantitative trading models research

Algo Trading ⭐ 21

This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!

Quant Invest Lab ⭐ 21

Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean trying to build your own set of investments solution.

The Kelly Criterion ⭐ 21

🧮 A deeper look into the Kelly Criterion

FactorVAE (a deep learning mode to predict stock cross-sectional returns)

Pynaissance ⭐ 20

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.

Ibapi Grease ⭐ 20

Monkey patches to grease the Interactive Brokers Python API

Python Rebalancer

Altotrader ⭐ 20

Automated crypto currency trading bot

Hands On Python For Finance V ⭐ 20

Hands-on Python for Finance [Video], Published by Packt

Source Code for "Q for Quants"

Fintech Literature ⭐ 20

Fintech literature, including journal, conference, book and useful links

Turingquant ⭐ 19

Support_resistance_line ⭐ 19

A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线

REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib in real-time.

🤖 Predict the stock market with AI 用AI预测股票市场

Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'

Ai Investibot ⭐ 18

Innovative, high quality stock bot

Quorabooks ⭐ 17

A GitHub repo for Quant Finance resources

Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction

Machine Learning ⭐ 17

A set of jupyter notebooks

Fcore Is an AI Framework for Financial Markets Analysis (Active Development).

Lake Api ⭐ 16

Python API for accessing Lake high frequency tick trades & order book data

Quant Finance ⭐ 16

Some notebooks with powerful trading strategies.

Derivatives Algorithms Lib ⭐ 16

AAD enabled and scripting included derivatives modeling.

Forecast Of Time Series With Stock Data ⭐ 16

Comparative Analysis of Techniques for Forecasting Time Series in Financial Markets

Crypto Trading Engine ⭐ 15

Crypto real-time trading engine

Analytics Engine ⭐ 15

An environment of open source services used for market analysis

A scalable, declarative, low-code framework for real-time and batch feature calculation/management (quant finance, anomaly/fraud detection, etc.), predictive ML training/inference and simulation. Built on top of Ray

Awesome Fintech ⭐ 14

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

An algorithmic trading framework for pydata.

Trading Algorithms ⭐ 14

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

Python client for Finnhub API

Momentum Strategy ⭐ 14

Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel

Systematic Trading ⭐ 13

The Swiss knife for developing systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting trading algorithms.

Libkloudtrader ⭐ 13

KloudTrader's in-house library designed for rapid prototyping and development of trading strategies. 📈📊📉

Econ_136 ⭐ 13

Quant Trading for Financial Economics

Bearalpha ⭐ 13

Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct with BearAlpha, factor analyze based on BearAlpha, and financial researches on paper or report with research

Pure_ocean_breeze ⭐ 13

众人的因子回测框架 stock factor test

Haskell implementation of series, or labeled one-dimensional arrays.

Pandas_market_predictor ⭐ 13

Pandas Market Predictor, is a deep learning API written in Python on top of Panda that helping you predict future price (low and min), trend of Financial market assets.

Use fuzzy logic control with PL/EL in MultiCharts

Bitcoinfinance ⭐ 12

sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinforcement learning) in the context of quantitative trading

Quantlib Xad ⭐ 12

XAD / QuantLib Integration Module

Automatic sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

Finding Alpha With Ai ⭐ 12

A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI

Optimizing Stock Trading Strategy With Reinforcement Learning ⭐ 11

This project is a part of my Data Science Internship at Technocolabs Softwares.

Quant_trading ⭐ 11

할수있다 퀀트투자

Chameleonquant ⭐ 11

chameleonQuant was born as an open-source Java framework to help enthusiast quants to implement system trading strategies and dynamic portfolio trading systems using advanced optimization techniques, machine learning, and deep learning techniques.

A Backtest A Day ⭐ 11

Join me everyday as I backtest a different quant strategy for the markets!

Multifactor ⭐ 11

Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.

Implement Option Pricing Model Using Python ⭐ 10

Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estimate and likelihood ratio methods. Lastly, implemented binomial tree option pricing to price American option.

Alphasim ⭐ 10

Minimalist backtester designed to integrate with the quant workflow.

Vanilla Option Pricing ⭐ 10

Stochastic models to price financial options

Autonomous_trading_system_master_final ⭐ 10

An autonomous cryptocurrency trading system. The system will be composed of a primary model evaluated by a secondary machine learning model that is trained to use said exogenous primary model. The primary model will work with market data, while the secondary model will use a set of various features such as social network data or financial news.

R Finance Task View Supplement ⭐ 10

R Finance packages not listed in the Empirical Finance Task View

Quantrecipes ⭐ 10

Extra recipes for quantitative analysis

Quant Finance ⭐ 10

Open souce quantitative finance models and algorithms with tutorials

Capturar dados de curvas de juros (ettj) usadas no Brasil.

Bitcoinbacktester ⭐ 10

Cointegration Bitcoin Backtester

Kucoin Cli ⭐ 9

Data science focused REST and Socket API wrapper for the popular KuCoin cryptocurrency exchange.

Perform some technical analysis and help retrieve data from Vietnam's Stock Market

Numerical Methods Lecture ⭐ 9

Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.

Ritchi is a cryptocurrency trading bot based on Telegram bot, WebSocket API and REST API for BitMEX exchange.

Opensecuritisation ⭐ 9

Demonstrating technical elements in support of open source securitisation frameworks

Numerai_signals_pipeline ⭐ 9

Downloads data from Yahoo Finance, generates features, trains a model and submits the predictions to the tournament.

Members' work in NCLab.

An Excel integration of OpenGamma Strata.

Bayesalpha ⭐ 8

Bayesian models to compute performance and uncertainty of returns and alpha.

A python application that wraps around various financial APIs, calculates statistics and optimizes portfolio allocations.

Pyportfolioanalysis ⭐ 8

'Portfolio Analysis, methods for portfolio optimization'

Python In Quantitative Finance ⭐ 8

As a student majoring in Financial Mathematics, I think that python is a very useful tool to quantitative research. So I create this project to record and share what I have learned in the course and by myself.

A curated list of financial tools

Simple trading backtester

Ml Quant Finance ⭐ 8

Machine Learning for Quantitative Finance

Data Warehouse Build ⭐ 8

Algorithm Trading And Stock Prediction Using Machine Learning ⭐ 8

ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING

Highfrequencytradingbot ⭐ 8

Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies

Long Capital ⭐ 8

Quant Trading with Microsoft Qlib (https://github.com/microsoft/qlib)

Advanced_trading ⭐ 8

This repository offers a curated collection of research papers and code examples covering advanced trading strategies and financial engineering, including quantitative and algorithmic trading. It serves as a comprehensive resource for industry professionals and enthusiasts alike, helping them stay ahead of the curve in this rapidly-evolving field.

Stock analysis framework using pandas and ta-lib

Tvscreener ⭐ 8

TradingView Screener API

Quant_research ⭐ 8

Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.

Quantorch ⭐ 8

Heuristic PyTorch-based High-Performance Python Library for Quantitative Finance

A framework for detecting misreported returns in hedge funds.

Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.

Strata Excel ⭐ 7

Excel bindings for OpenGamma's Strata library

Robo Advisor ⭐ 7

robo-advisor is a quantitative analysis script written in Python that generates the least volatile portfolio given a list of stocks, with the goal of a 0% return.

Capture Strategic ⭐ 7

Quant Portfolio Approach to Alpha Generation and Retention

Financial_feature_engineering_cross_sample ⭐ 7

【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance, tensorflow 1.3.0.

Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with analysis.

Autoquant ⭐ 7

AutoQuant is an out-of-the-box quantitative investment platform.

Financetools.jl ⭐ 7

Various tools to process financial time series

Community version of quantitative backtesting framework

Techfactor ⭐ 7

Calculate technical factors for stocks in an efficient, maintainable and correct way

Project_ficc_quant ⭐ 7

modeling FICC market with QuantLib

201-300 of 337 search results

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