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advanced-deep-trading

Mostly experiments based on "Advances in financial machine learning" book

algorithmic-trading-with-python

Source code for Algorithmic Trading with Python (2020) by Chris Conlan

analyzingalpha

anomaly-detection-resources

Anomaly detection related books, papers, videos, and toolboxes

automate_algo_trading_medium

Python script for medium article

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

btrccts

BackTest and Run CryptoCurrency Trading Strategies

code

Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''

cppi_strategy

Implementing a CPPI strategy

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

cvxpylayers

Differentiable convex optimization layers

financial-machine-learning

A curated list of practical financial machine learning tools and applications.

gs-quant

Python toolkit for quantitative finance

ig-markets-api-python-library

A lightweight Python library that can be used to get live data from IG Markets REST and STREAM API with a LIVE or DEMO account

ishares

scrape etf holdings histories from iShares.com, with optional aws integration (s3 + athena)

ishares-etf-data-download

Code for downloading and storing iShares ETF historical NAV data.

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.

pingouin

Statistical package in Python based on Pandas

pyex

Python interface to IEX and IEX cloud APIs

python-eodhistoricaldata

Download data from EOD historical data https://eodhistoricaldata.com/ using Python, Requests and Pandas.

python_trading_snippets

Collections of snippets for trading I find interesting

qtrader

Reinforcement Learning for Portfolio Management

quantitativeprimer

An Interview Primer for Quantitative Finance

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

webscrap_ishares

Code for downlading of ishares ETF data and basic analysis.