lmspale

lmspale's Stars

• clisztian/MicropricesFX

  Microprice estimator for pretrade data

  Language:Java93

• tizianfischer/paper1_fxpred

  Intraday Forecasting von FX Spot Rates mit Transformer

  Language:Jupyter Notebook82

• AI4Finance-Foundation/FinGPT

  FinGPT: Open-Source Financial Large Language Models! Revolutionize 🔥 We release the trained model on HuggingFace.

  Language:Jupyter Notebook13.9k1.9k

• 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:Python496164

• ja-pavi/FX-Options-Garman-Kohlhagen

  FX Options using the Garman Kohlhagen Pricing Model in Python

  Language:Jupyter Notebook3

• oumarndiaye/Projet_QF_partie_2

  Vanna-volga pricer for fx options

  Language:Jupyter Notebook86

• meta-llama/llama3

  The official Meta Llama 3 GitHub site

  Language:Python26.9k3k

• adrianolszewski/model-based-testing-hypotheses

  Testing hypotheses through statistical models opens a universe of new possibilities. Learn how to improve your daily work with this approach.

  7016

• JerBouma/FinanceToolkit

  Transparent and Efficient Financial Analysis

  Language:Python2.9k353

• gto76/python-cheatsheet

  Comprehensive Python Cheatsheet

  Language:Python36.4k6.5k

• HugoDelatte/awesome-quant

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

  11

• skfolio/skfolio

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

  Language:Python1.2k100

• Kanaries/pygwalker

  PyGWalker: Turn your pandas dataframe into an interactive UI for visual analysis

  Language:Python13.1k682

• dbrojas/optlib

  A library for financial options pricing written in Python.

  Language:Python65385

• vollib/vollib

  Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.

  Language:Python67492

• silahian/VisualHFT

  VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.

  Language:C#751152

• Yvictor/TradingGym

  Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.

  Language:Python1.6k353

• paperswithbacktest/awesome-systematic-trading

  A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

  Language:Python4k625

• Developer-Y/cs-video-courses

  List of Computer Science courses with video lectures.

  67.1k9.1k

• mfrdixon/ML_Finance_Codes

  Machine Learning in Finance: From Theory to Practice Book

  Language:Jupyter Notebook1.8k496

• mfrdixon/dq-MM

  Deep Q-Learning for Market Making

  Language:Python11847

• AsyncAlgoTrading/aat

  Asynchronous, event-driven algorithmic trading in Python and C++

  Language:C++672134

• chrisconlan/algorithmic-trading-with-python

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

  Language:Python2.7k494

• goldmansachs/gs-quant

  Python toolkit for quantitative finance

  Language:Jupyter Notebook7.8k965

• jasonstrimpel/volatility-trading

  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

  Language:Python1.6k370

• microsoft/qlib

  Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

  Language:Python15.4k2.6k

• JerBouma/FinanceDatabase

  This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.

  Language:Jupyter Notebook3.5k397

• dado0583/SDRScraper

  Pulls down and stores data from the DTCC SDR repository

  Language:Python31

• leodai716/DTCCDerivatives

  Language:R1

• robcarver17/pysystemtrade_examples

  Examples using pysystemtrade for my blog qoppac.blogspot.com

  Language:Python19568