基于Python的开源量化交易平台开发框架
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Mar 16, 2021 - C++
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investment
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Qlib 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.
python
platform
finance
machine-learning
fintech
quant
quantitative-finance
investment
stock-data
algorithmic-trading
quantitative-trading
quant-dataset
quant-models
auto-quant
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Mar 16, 2021 - Python
Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.
finance
data-science
machine-learning
deep-learning
trading
artificial-intelligence
trading-strategies
investment
synthetic-data
investment-strategies
ml4t-workflow
trading-agent
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Mar 15, 2021 - Jupyter Notebook
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
python
finance
investing
portfolio-optimization
quantitative-finance
investment
financial-analysis
algorithmic-trading
covariance
investment-analysis
portfolio-management
efficient-frontier
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Feb 26, 2021 - Jupyter Notebook
Find big moving stocks before they move using machine learning and anomaly detection
machine-learning
ai
trading
stock
algotrading
trading-algorithms
investment
finance-application
stock-analysis
anomaly-detection
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Nov 13, 2020 - Python
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
python
machine-learning
trading
feature-selection
model-selection
quant
trading-strategies
investment
market-maker
feature-engineering
algorithmic-trading
backtesting-trading-strategies
limit-order-book
quantitative-trading
orderbook
market-microstructure
high-frequency-trading
market-making
orderbook-tick-data
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Feb 14, 2017 - Jupyter Notebook
Java开源量化交易开发框架
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Mar 5, 2021 - Java
Python-based framework for backtesting trading strategies & analyzing financial markets [GUI 
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finance
trading
fintech
stock-market
algotrading
quant
trading-platform
trading-strategies
quantitative-finance
investment
financial-analysis
algorithmic-trading
backtesting
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Jun 8, 2020 - Python
domokane
commented
Jan 2, 2021
The conjugate gradient descent algorithm in scipy is slow and prevents the calling function from being jitted by numba. Idea is to find a python version of the CG minimiser that can be jitted to give faster minimisations.
A program for financial portfolio management, analysis and optimisation.
finance
analysis
monte-carlo
financial
monte-carlo-simulation
investment
financial-analysis
optimisation
returns
financial-portfolio-management
moving-average
investment-strategies
investment-portfolio
investment-analysis
markowitz-portfolio
portfolio-management
bollinger-bands
efficient-frontier
portfolio-optimisation
portfolio-properties
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Nov 29, 2020 - Python
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
finance
trading
portfolio-optimization
sharpe-ratio
quantitative-finance
investment
cvxpy
convex-optimization
asset-allocation
stepwise-regression
investment-analysis
principal-components-regression
risk-factors
portfolio-management
risk-parity
efficient-frontier
drawdown-model
duration-matching
cvar-optimization
risk-contribution
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Mar 15, 2021 - Python
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
bitcoin
trading
trading-bot
cryptocurrency
fintech
quant
derivatives
hft
quantitative-finance
investment
hft-trading
algorithmic-trading
automated-trading
cryptocurrency-trading-bot
trading-systems
cryptocurrency-trader
crypto-trader
crypto-trading
crypto-trading-bot
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Mar 16, 2021 - Elixir
Crawler for Fundamental analysis platform for BOVESPA stocks, generating a score for each share according to the selected criteria on the indicators.
javascript
heroku
html
django
datatables
python3
stock
stock-market
data-analysis
stock-indicators
investment
bovespa
herokuapp
bovespa-stocks
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Feb 10, 2021 - Python
A collection of methods for solving Finance/Accounting equations, implemented in C#.
finance
formula
algorithm
csharp
equation
accounting
financial
investing
economics
stock-market
financial-services
quantitative-finance
investment
technical-analysis
financial-analysis
quantitative-trading
financial-markets
csharp-library
financial-engineering
quantitative-analysis
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Jun 25, 2020 - C#
OSeMOSYS - the Open Source Energy Modelling System
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Jan 21, 2021
Qlib-Server is the data server system for Qlib. It enable Qlib to run in online mode. Under online mode, the data will be deployed as a shared data service. The data and their cache will be shared by all the clients. The data retrieval performance is expected to be improved due to a higher rate of cache hits. It will consume less disk space, too.
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Jan 9, 2021 - Python
A stock market tracker in terminal emulator. For Windows & Ubuntu.
windows
terminal
stock
investing
terminal-emulators
stock-market
shares
index
stocks
stock-indicators
investment
terminal-based
stock-data
equity
stock-prices
windows-7
equities
terminal-emulator
trading-companion
equity-markets
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Sep 15, 2019 - Go
MorningStar.com scraper that consolidates tens of thousands of financial records into a SQLite relational database. Class 'dataframes' easily converts the SQLite data into pandas DataFrames (see Jupyter notebook for examples)
jupyter-notebook
stocks
investment
stock-data
stock-analysis
stock-trading
morningstar
investment-analysis
stock-screener
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Jul 12, 2019 - Jupyter Notebook
Basic Discounted Cash Flow library written in Python. Automatically fetches relevant financial documents for chosen company and calculates DCF based on specified parameters.
visualization
python
finance
valuation
investment
dcf
financial-modeling
multiples
discounted-cash-flows
intrinsic-value
financialmodelingprep
multiples-valuation
absolute-valuation
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Jan 7, 2021 - Python
Telegram Bitcoin Bot
bot
telegram
bitcoin
telegram-bot
blockchain
telegram-api
cryptocurrency
wallet
cryptocurrencies
investment
telegram-bot-api
bitcoin-transaction
blockchain-technology
botfather
telegrambot
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Feb 8, 2020 - PHP
Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)
python
portfolio
benchmark
risk
heatmap
beta
stock
monte-carlo-simulation
sharpe-ratio
wxpython
investment
return
yahoo-finance
value-at-risk
risk-management
sp500-real-time-data
variance-covariance
historical-simulation
geometric-brownian-motion
stock-widget
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Feb 17, 2021 - Python
RavenCoin Wallet including CPU and GPU miners! programs are directly from Ravencoin and official miner sources
money
crypto
raven
mining
cryptocurrency
wallet
investment
crypto-wallet
altcoin
wallets
ccminer
cpuminer
crypto-coin
crypto-currency
cryptocoins
crypto-currencies
crypto-miner
cryptomining
ravencoin
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Nov 16, 2018 - C
java
bot
finance
bitcoin
trading
blockchain
algo-trading
cryptocurrency
quant
btc
bitfinex
investment
okex
huobipro
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Dec 10, 2019 - Java
vananiev
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Oct 18, 2020
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Analysis of Interactive Brokers reports for tax reporting in Russia
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Mar 10, 2021 - Python
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After the backtest run, we see the statistics. It is very good! Is there any simple way to see that statistics separately for long ans short trades?