Pinned Repositories
pyiqfeed
Python LIbrary for reading DTN's IQFeed
BidAskChocolateSpread
cot_reports
cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Traders in Financial Futures (TFF) Futures-only and Traders in Financial Futures (TFF) Futures-and-Options Combined.
empyrical-reloaded
Common financial risk and performance metrics. Used by zipline and pyfolio.
Lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
pyfolio-reloaded
Portfolio and risk analytics in Python
pyiqfeed
Python LIbrary for reading DTN's IQFeed
empyrical-reloaded
Common financial risk and performance metrics. Used by zipline and pyfolio.
pyfolio-reloaded
Portfolio and risk analytics in Python
amdupre's Repositories
amdupre/BidAskChocolateSpread
amdupre/cot_reports
cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Traders in Financial Futures (TFF) Futures-only and Traders in Financial Futures (TFF) Futures-and-Options Combined.
amdupre/empyrical-reloaded
Common financial risk and performance metrics. Used by zipline and pyfolio.
amdupre/Lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
amdupre/pyfolio-reloaded
Portfolio and risk analytics in Python
amdupre/pyiqfeed
Python LIbrary for reading DTN's IQFeed