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65 search results found

Financial Models Numerical Methods ⭐ 5,086

Collection of notebooks about quantitative finance, with interactive python code.

[🔥updating ...] AI 自动量化交易机器人 AI-powered Quantitative Investment Research Platform. 📃 online docs: https://ufund-me.github.io/Qbot ✨ :news: qbot-mini: https://github.com/Charmve/iQuant

Pyportfolioopt ⭐ 3,936

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

Gs Quant ⭐ 2,272

Python toolkit for quantitative finance

Stock_analysis_for_quant ⭐ 1,483

Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau

Quantresearch ⭐ 1,410

Quantitative analysis, strategies and backtests

Fastquant ⭐ 1,244

fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!

Machine Learning Asset Management ⭐ 1,159

Machine Learning in Asset Management (by @firmai)

Alphatools ⭐ 346

Quantitative finance research tools in Python

Notebooks ⭐ 247

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

Quantfinance ⭐ 243

Top training materials in quantitative finance

Quantitative Notebooks ⭐ 233

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

Hands On Python For Finance ⭐ 220

Hands-on Python for Finance published by Packt.

Alpha Mind ⭐ 193

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

Py Quantmod ⭐ 149

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

Quant Finance Lectures ⭐ 147

Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.

Notebooks ⭐ 101

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

Quant Notes ⭐ 101

Quantitative Interview Preparation Guide, updated version here ==>

Deep Reinforcement Learning For Trading

Gym Continuousdoubleauction ⭐ 87

A 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.

Trade Executor ⭐ 69

A Python framework for managing positions and trades in DeFi

Bsm Time Machine ⭐ 54

A Black-Scholes-based options backtesting simulator

Gdax Orderbook Ml ⭐ 53

Application of machine learning to the Coinbase (GDAX) orderbook

Nagpythonexamples ⭐ 52

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

Financial Portfolio Optimization Algorithms

Quant Library ⭐ 41

α collection of resources for people interested in quant finance

Analysis Sharing ⭐ 39

Sharing quantitative analyses on Crypto Lake data

Quant Reseach ⭐ 35

Augmento sentiment data quickstart and research

Trading Rules Using Machine Learning ⭐ 32

A financial trading method using machine learning.

Scutquant ⭐ 28

scutquant是一个开源的离线量化投资平台，由华南理工大学量化投资协会负责维护. 该框架具有低耦合, 高内聚的特点

This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.

Deep Hedging ⭐ 25

Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.

Quant Finance With Python Code ⭐ 24

Repo for code examples in Quantitative Finance with Python by Chris Kelliher

Quantitavefinanceexamplespy ⭐ 23

Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir).

Mindgowrapper ⭐ 22

辣鸡同花顺 MindGo 量化交易平台的回测框架 Some wrapper for sh*t quant platform 10qjka MindGo

Pymc Stochastic Process ⭐ 22

Demonstrating the benefits of using Bayesian Inference and PYMC3 for estimating the parameters of stochastic processes commonly used in quantitative finance.

The Kelly Criterion ⭐ 21

🧮 A deeper look into the Kelly Criterion

Quanttradingresearch ⭐ 21

Different quantitative trading models research

Eigen Portfolio ⭐ 21

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.

Hands On Python For Finance V ⭐ 20

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

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.

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

Machine Learning ⭐ 17

A set of jupyter notebooks

Quant Finance ⭐ 16

Some notebooks with powerful trading strategies.

Trading Algorithms ⭐ 14

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

Econ_136 ⭐ 13

Quant Trading for Financial Economics

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.

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.

A Backtest A Day ⭐ 11

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

Bitcoinbacktester ⭐ 10

Cointegration Bitcoin Backtester

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.

Ml Quant Finance ⭐ 8

Machine Learning for Quantitative Finance

Pyportfolioanalysis ⭐ 8

'Portfolio Analysis, methods for portfolio optimization'

Quant_research ⭐ 8

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

Tvscreener ⭐ 8

TradingView Screener API

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

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.

Project_ficc_quant ⭐ 7

modeling FICC market with QuantLib

Portfolio_class ⭐ 6

Repository destinated to the Portfolio and Equity auxiliary classes. Suggestions, observations and collaborations are always welcome!

📝 Intro to Monte Carlo methods in Finance Workshop

Notebooks_invest ⭐ 6

Analyze historical market data using Jupyter Notebooks

Codeload Demo ⭐ 6

Demo configuration files and strategy code for QuantRocket

Quantitative_finance ⭐ 5

Testing Code abount quantitative finance algorithms

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