peterfabakker

peterfabakker's Stars

• wilsonfreitas/awesome-quant

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

  Language:Python17.6k696662.6k

• 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:Python15.2k2959052.6k

• stefan-jansen/machine-learning-for-trading

  Code for Machine Learning for Algorithmic Trading, 2nd edition.

  Language:Jupyter Notebook12.9k3872964.1k

• blue-yonder/tsfresh

  Automatic extraction of relevant features from time series:

  Language:Jupyter Notebook8.4k1695311.2k

• twopirllc/pandas-ta

  Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 150+ Indicators

  Language:Python5.2k1065761k

• uber/causalml

  Uplift modeling and causal inference with machine learning algorithms

  Language:Python5k84393767

• ranaroussi/quantstats

  Portfolio analytics for quants, written in Python

  Language:Python4.8k107248834

• hudson-and-thames/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.

  Language:Python3.9k1722691.1k

• chrisconlan/algorithmic-trading-with-python

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

  Language:Python2.7k10010487

• scrtlabs/catalyst

  An Algorithmic Trading Library for Crypto-Assets in Python

  Language:Python2.5k166482723

• quantumblacklabs/causalnex

  A Python library that helps data scientists to infer causation rather than observing correlation.

  Language:Python1.9k44128224

• feature-engine/feature_engine

  Feature engineering package with sklearn like functionality

  Language:Python1.9k32319308

• jasonstrimpel/volatility-trading

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

  Language:Python1.5k8121358

• ScottfreeLLC/AlphaPy

  Python AutoML for Trading Systems and Sports Betting

  Language:Python1.1k6242205

• IbcAlpha/IBC

  Automation of Interactive Brokers TWS. You can download the latest release here: https://github.com/ibcalpha/ibc/releases/latest

  Language:Java1k65235178

• michaelchu/optopsy

  A nimble options backtesting library for Python

  Language:Python9745721159

• s-brez/trading-server

  Multi-asset, multi-strategy, event-driven trading platform for running low to medium freq strategies at many venues simultaneously with portfolio-based risk management and %-per-strategy capital allocation. Supports event-driven backtesting across all desired instruments, venues and strategies under a single parameterized portfolio.

  Language:Python618384120

• barnumbirr/coinmarketcap

  A python wrapper around the https://coinmarketcap.com API.

  Language:Python4363645109

• Boulder-Investment-Technologies/lppls

  Library for fitting the LPPLS model to data.

  Language:Jupyter Notebook3502534108

• Andrew-Reis-SMU-2022/Options_Based_Trading

  This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm option trades for a expiration date for a given stock.

  Language:Python6410012

• Th0rgal/binance.py

  A python3 binance API (v3) wrapper powered by modern technologies such as asyncio. The project aims to rival python-binance.

  Language:Python6071719

• econdb/inquisitor

  Python Interface to econdb.com API

  Language:Python40323

• quantrocket-llc/quantrocket-client

  Command line interface and Python client for QuantRocket

  Language:Python308019

• SergioEspinoza/PyAlgoTrading_TradingWithIB

  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )

  Language:Jupyter Notebook26608

• zoakes/Modular_IB

  Modular IB_Insync strategy --

  Language:Python235011

• hotchilianalytics/zipline-broker

  zipline-broker, Live trading branch of zipline.

  Language:Python10201

• ungil/zipline-IEX-bundle

  custom bundle to import IEX data into zipline (useful because the standard bundles do not include ETFs)

  Language:Python98

• Kim-Nam-Il/Vigilant-Asset-Allocation

  Portfoilo managing with VAA(Vigilant Asset Allocation) in ETFs.

  Language:Jupyter Notebook66

• Thiagodcv/PyHRP

  A library for hierarchical risk-based portfolios which allows users to create full-investment, long-only portfolios using techniques and strategies as outlined in "Hierarchical risk parity: Accounting for tail dependencies in multi-asset multi-factor allocations" by Harald Lohre et al.

  Language:Python33

• justin8/python-systemd-unit

  Language:Python1