ibaltopoulos

ibaltopoulos's Stars

• jpmorganchase/python-training

  Python training for business analysts and traders

  Language:Jupyter Notebook3.8k815

• hudson-and-thames/arbitragelab

  ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

  Language:Python455141

• RohitPrograms/Algorithmic-Trading-Program

  Developed an algorithmic trading program that applies a trend-following strategy to autonomously day-trade on the New York Stock Exchange.

  Language:Python1

• GabrielBuzik/Automated-Trading-System

  This is a running trend following trading strategy

  Language:Python11

• zwocram/TFS

  Trend Following System for trading purposes

  Language:Python21

• LahanO/trend-following-experiments

  A repo to test basic trend following experiments highlighted in Dai (2010), simple Hidden Markov Models, and Baltas (2020). These codes are a proof of mathematical concepts only and as such are not production quality.

  Language:Python1

• sofienkaabar/Trend-Following-Strategies

  Official Repository

  Language:Python10856

• chrism2671/PyTrendFollow

  PyTrendFollow - systematic futures trading using trend following

  Language:Python32467

• hxyan2020/Algorithmic-Trading

  Trading Strategies, Test Blotters, Risk Compliance

  21

• je-suis-tm/quant-trading

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

  Language:Python5.5k1.1k

• skfolio/skfolio

  Python library for portfolio optimization built on top of scikit-learn

  Language:Python99475

• dthomakos/Prognostikon-Code

  Publicly available Python and Gretl code from posts at my blog Prognostikon

  Language:Python82

• OpenSourceAP/CrossSection

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

  Language:Stata612212

• LongOnly/Quantitative-Notebooks

  Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

  Language:Jupyter Notebook958175

• mckinsey/vizro

  Vizro is a toolkit for creating modular data visualization applications.

  Language:Python2.5k111

• QuantConnect/Lean

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

  Language:C#9k3.1k

• plasma-umass/scalene

  Scalene: a high-performance, high-precision CPU, GPU, and memory profiler for Python with AI-powered optimization proposals

  Language:Python11.4k385

• KobAmoah/Idiosyncratic-Momentum

  Implementation of pure and residual price momentum

  Language:Python1

• gbaltopoulos/processing

  all of my processing projects

  Language:Processing1

• goldmansachs/gs-quant

  Python toolkit for quantitative finance

  Language:Jupyter Notebook6.4k802

• wilsonfreitas/awesome-quant

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

  Language:Python16.9k2.5k

• chrisconlan/algorithmic-trading-with-python

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

  Language:Python2.5k470

• lmmentel/awesome-time-series

  Resources for working with time series and sequence data

  50070

• OpenBB-finance/OpenBB

  Investment Research for Everyone, Everywhere.

  Language:Python26.6k2.6k

• dpopadic/arpmRes

  Advanced Risk and Portfolio Management Resources

  Language:Python2317

• polakowo/vectorbt

  Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

  Language:Python4k583

• gto76/python-cheatsheet

  Comprehensive Python Cheatsheet

  Language:Python35.8k6.4k

• kieranjwood/trading-momentum-transformer

  This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).

  Language:Python432188

• matthewgilbert/erc

  Simple Equal Risk Contribution Module

  Language:Python155

• mirca/riskparity.py

  fast and scalable design of risk parity portfolios.

  Language:Python44