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algorithmic-trading-python

The repository for freeCodeCamp's YouTube course, Algorithmic Trading in Python

analyzingalpha

arch

ARCH models in Python

auquantoolbox

Backtesting toolbox for trading strategies

bl-portfolio-construction

Construct a portfolio using MPT and BL model to outperform the market return. Using various techniques in portfolio selection, weight allocation and incorporate views in portfolio optimisation process.

cen4020

contrarian-trading-strategies

Source Codes for "Contrarian Trading Strategies in Python"

cufflinks

Productivity Tools for Plotly + Pandas

dawp

Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.

eventstudy

Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.

fortitudo.tech

Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

gvol-py-notebooks

lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)

machine_learning_examples

A collection of machine learning examples and tutorials.

mittechnologyreview

mixture_models

Jupyter (IPython) notebooks for exploring mixture models

ml-foundations

Machine Learning Foundations: Linear Algebra, Calculus, Statistics & Computer Science

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

nyu_machine_learning_in_finance

The specialization provides the knowledge and practical skills necessary to develop a strong foundation on core paradigms of machine learning, with a focus on applications of ML to various practical problems in Finance

optimalportfolio

An open source library for portfolio optimisation

pca-yield-curve-analytics

Predictive yield curve modeling in reduced dimensionality

pycodegpt

A pre-trained GPT model for Python code completion and generation

pyportfolioopt

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

pythondatasciencehandbook

Python Data Science Handbook: full text in Jupyter Notebooks

pythonresources

My curated list of Python resources on Quantitative Finance

pytrader-python-mt4-mt5-trading-api-connector-drag-n-drop

End-to-End solution connecting Metatrader4 & Metatrader5 💹 with Python with a simple drag and drop EA. Fully tested bug free & efficient solution for live & paper trading⭐ Full Documentation ready.

qg_lab

These files are developed by quantsdynamics team. You can use them for education as well as your work implementation freely.

quantopiandoc

research_public

Quantitative research and educational materials

riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python