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jbasu's Projects

alphalens icon alphalens

Performance analysis of predictive (alpha) stock factors

backtrader icon backtrader

Python Backtesting library for trading strategies

empyrical icon empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

pbpstats icon pbpstats

A package to scrape and parse NBA, WNBA and G-League play-by-play data.

pyti icon pyti

Python library of various financial technical indicators

qtpylib icon qtpylib

QTPyLib, Pythonic Algorithmic Trading

quant-trading icon quant-trading

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

quantstats icon quantstats

Portfolio analytics for quants, written in Python

sit icon sit

Systematic Investor Toolkit

statarb-al icon statarb-al

Example of a statistical arbitrage strategy analysis in R

stock-prediction-models icon stock-prediction-models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

ta icon ta

Technical Analysis Library in Python

ta-lib icon ta-lib

Python wrapper for TA-Lib (http://ta-lib.org/).

tdameritrade icon tdameritrade

Python interface to TD Ameritrade (https://developer.tdameritrade.com)

yfinance icon yfinance

Yahoo! Finance market data downloader (+faster Pandas Datareader)

zipline icon zipline

Zipline, a Pythonic Algorithmic Trading Library

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