walterkissling

walterkissling's Stars

• gabrielepompa88/pyBlackScholesAnalytics

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

  Language:Jupyter Notebook10728

• bsolomon1124/pyfinance

  Python package designed for general financial and security returns analysis.

  Language:Python32165

• robcarver17/pysystemtrade

  Systematic Trading in python

  Language:Python2.6k814

• QuantConnect/Lean

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

  Language:C#9.4k3.2k

• mhallsmoore/qstrader

  QuantStart.com - QSTrader backtesting simulation engine.

  Language:Python2.9k855

• OpenSourceAP/CrossSection

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

  Language:Stata698213

• supernlogn/frama

  Fractal Adaptive Moving Average

  Language:Python236

• alpha-xone/xbbg

  An intuitive Bloomberg API

  Language:Python24752

• microsoft/PowerToys

  Windows system utilities to maximize productivity

  Language:C#109k6.4k

• rubenbriones/Probabilistic-Sharpe-Ratio

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

  Language:Jupyter Notebook11952

• 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:Python3620

• cuemacro/tcapy

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

  Language:Python23170

• alvarobartt/investpy

  Financial Data Extraction from Investing.com with Python

  Language:Python1.6k378

• quantopian/empyrical

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

  Language:Python1.3k398

• mementum/backtrader

  Python Backtesting library for trading strategies

  Language:Python13.9k3.8k

• tzhangwps/Turbulence-and-Systemic-Risk

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

  Language:Python2412

• jcrichard/pyrb

  Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python

  Language:Python11644

• convexfi/riskparity.py

  Fast and scalable construction of risk parity portfolios

  Language:Python28464

• 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:Python3.9k1.1k

• ranaroussi/qtpylib

  QTPyLib, Pythonic Algorithmic Trading

  Language:Python2.1k507

• ranaroussi/quantstats

  Portfolio analytics for quants, written in Python

  Language:Python4.7k823

• ranaroussi/pystore

  Fast data store for Pandas time-series data

  Language:Python55397

• marketneutral/alphatools

  Quantitative finance research tools in Python

  Language:Jupyter Notebook39582

• pmorissette/ffn

  ffn - a financial function library for Python

  Language:Python1.9k283

• 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 Notebook1.7k629

• quantopian/pyfolio

  Portfolio and risk analytics in Python

  Language:Jupyter Notebook5.6k1.8k

• quantopian/zipline

  Zipline, a Pythonic Algorithmic Trading Library

  Language:Python17.5k4.7k

• quantopian/alphalens

  Performance analysis of predictive (alpha) stock factors

  Language:Jupyter Notebook3.3k1.1k

• erdewit/ib_insync

  Python sync/async framework for Interactive Brokers API

  Language:Python2.8k741

• RomelTorres/alpha_vantage

  A python wrapper for Alpha Vantage API for financial data.

  Language:Python4.2k735