walterkissling

walterkissling's Stars

• microsoft/PowerToys

  Windows system utilities to maximize productivity

  Language:C#113k1.1k30.7k6.6k

• quantopian/zipline

  Zipline, a Pythonic Algorithmic Trading Library

  Language:Python17.8k1k9854.7k

• mementum/backtrader

  Python Backtesting library for trading strategies

  Language:Python15.2k62004k

• QuantConnect/Lean

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

  Language:C#10.1k4283.3k3.3k

• quantopian/pyfolio

  Portfolio and risk analytics in Python

  Language:Jupyter Notebook5.8k3054171.8k

• ranaroussi/quantstats

  Portfolio analytics for quants, written in Python

  Language:Python5.1k116264882

• RomelTorres/alpha_vantage

  A python wrapper for Alpha Vantage API for financial data.

  Language:Python4.3k176288742

• 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:Python4k1752691.2k

• quantopian/alphalens

  Performance analysis of predictive (alpha) stock factors

  Language:Jupyter Notebook3.4k1681911.2k

• mhallsmoore/qstrader

  QuantStart.com - QSTrader backtesting simulation engine.

  Language:Python3k270231860

• erdewit/ib_insync

  Python sync/async framework for Interactive Brokers API

  Language:Python2.9k182583786

• robcarver17/pysystemtrade

  Systematic Trading in python

  Language:Python2.7k178497843

• ranaroussi/qtpylib

  QTPyLib, Pythonic Algorithmic Trading

  Language:Python2.2k142153513

• pmorissette/ffn

  ffn - a financial function library for Python

  Language:Python2.1k68129302

• BlackArbsCEO/Adv_Fin_ML_Exercises

  Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

  Language:Jupyter Notebook1.7k15634635

• alvarobartt/investpy

  Financial Data Extraction from Investing.com with Python

  Language:Python1.7k60468382

• quantopian/empyrical

  Common financial risk and performance metrics. Used by zipline and pyfolio.

  Language:Python1.3k7253411

• OpenSourceAP/CrossSection

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

  Language:Stata76734124225

• ranaroussi/pystore

  Fast data store for Pandas time-series data

  Language:Python5683862101

• marketneutral/alphatools

  Quantitative finance research tools in Python

  Language:Jupyter Notebook41423783

• bsolomon1124/pyfinance

  Python package designed for general financial and security returns analysis.

  Language:Python327152065

• convexfi/riskparity.py

  Fast and scalable construction of risk parity portfolios

  Language:Python291132365

• alpha-xone/xbbg

  An intuitive Bloomberg API

  Language:Python254118051

• cuemacro/tcapy

  Open source TCA (transaction cost analysis) Python library for FX spot

  Language:Python23417671

• rubenbriones/Probabilistic-Sharpe-Ratio

  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)

  Language:Jupyter Notebook1239255

• jcrichard/pyrb

  Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python

  Language:Python1207444

• gabrielepompa88/pyBlackScholesAnalytics

  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

  Language:Jupyter Notebook1129130

• christianjauregui/famafrench

  Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud server "wrds-cloud".

  Language:Python373121

• tzhangwps/Turbulence-and-Systemic-Risk

  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=15d25da80de749edd1694fc70d0703bb

  Language:Python241112

• supernlogn/frama

  Fractal Adaptive Moving Average

  Language:Python23306