Python wrapper for TA-Lib (http://ta-lib.org/).
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Oct 23, 2019 - 411 commits
- Python
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quantitative-finance
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A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
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Oct 23, 2019 - 104 commits
Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, bitcoins and options).
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Oct 23, 2019 - 5 commits
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:boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling
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Oct 22, 2019 - 49 commits
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A list of online resources for quantitative modeling, trading, portfolio management
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Oct 20, 2019 - 29 commits
Use unsupervised and supervised learning to predict stocks
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Oct 23, 2019 - 41 commits
- Python
Open
Update requirements
Jackal08
commented
Aug 5, 2019
The current behaviour of 'Series.argmin' is deprecated, use 'idxmin' instead.
The behavior of 'argmin' will be corrected to return the positional minimum in the future. For now, use 'series.values.argmin' or 'np.argmin(np.array(values))' to get the position of the minimum row.
print('dropped
QTPyLib, Pythonic Algorithmic Trading
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Oct 23, 2019 - 847 commits
- Python
Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.
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Oct 23, 2019 - 229 commits
- Python
:warning: Deprecrated in favor of https://github.com/piquette/finance-go
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Oct 2, 2019 - 49 commits
- Go
Python quantitative trading strategies including MACD, Pair Trading, Heikin-Ashi, London Breakout, Awesome, Dual Thrust, Parabolic SAR, Bollinger Bands, RSI, Pattern Recognition, CTA, Monte Carlo, Options Straddle
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Oct 23, 2019 - 701 commits
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Using python and scikit-learn to make stock predictions
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Oct 23, 2019 - 81 commits
- Python
Backtesting for sleepless cryptocurrency markets
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Oct 12, 2019 - 111 commits
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Introducing neural networks to predict stock prices
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Oct 17, 2019 - 11 commits
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Technical Indicators implemented in Python using Pandas
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Oct 22, 2019 - 10 commits
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Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]
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Oct 21, 2019 - 16 commits
- Python
Open
Ch6 Questions
Jackal08
opened
Jul 13, 2019
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
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Oct 21, 2019 - 3 commits
- Java
A stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
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Oct 23, 2019 - 24 commits
- Java
An open source, hands-on and fully reproducible book in quantitative finance, data science and econophysics. Join us and help Make Wall Street Great Again!
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Oct 23, 2019 - 140 commits
- TeX
Machine learning models for time series analysis
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Oct 20, 2019 - 141 commits
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🔬 A collection for those AI (RL / DL / SL / Evoluation / Genetic Algorithm) used in financial market. otherwise, we add Technology Analysis / Alpha Research / Arbitrage and other useful strategies tools & docs in quantitative finance market.
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Oct 18, 2019 - 15 commits
The foundational library of the Morpheus data science framework
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Oct 17, 2019 - 97 commits
- Java
ezIBpy, a Pythonic Client for Interactive Brokers API
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Oct 19, 2019 - 340 commits
- Python
Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex
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Oct 20, 2019 - 223 commits
- Python
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
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Oct 21, 2019 - 119 commits
- Jupyter Notebook
SABR model has accurate density approximations (see, e.g., here). It is of interest to use the approximations to estimate European option prices.
The module implementing this method should live under tf_quant_finance/volatility/sabr_approximation.py. It should support both European puts and calls appr