DiogoMBaltazar

Mind-Expanding-Books

:books: Find your next book to read!

vectorbt

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

awesome-systematic-trading

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

FinanceDatabase

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

algorithmic-trading-python

The repository for freeCodeCamp's YouTube course, Algorithmic Trading in Python

Deep_Learning_Machine_Learning_Stock

Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.

intelligent-trading-bot

Intelligent Trading Bot: Automatically generating signals and trading based on machine learning and feature engineering

pandapy

PandaPy has the speed of NumPy and the usability of Pandas 10x to 50x faster (by @firmai)

Python4Finance

I get many questions about how to analyze the Stock Market with Python. I am creating a new playlist of videos that will completely cover Python for Finance.

socialsentiment

Sentiment Analysis application created with Python and Dash, hosted at socialsentiment.net

Machine-Learning-for-Asset-Managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

lppls

Library for fitting the LPPLS model to data.

Sklearn-genetic-opt

ML hyperparameters tuning and features selection, using evolutionary algorithms.

ConvTransformerTimeSeries

Convolutional Transformer for time series

ML-HFT

High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

DegiroAPI

An unofficial API for the trading platform Degiro, with the ability to get real time data and historical data

pairs_trading

experiments with pair trading

systematic-trader

deep-learning-for-order-book-price-and-movement-predictions

Limit Order Book data analysis and modeling using LSTM network

Algo-Trading

This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!

DecisiveML

Machine learning end-to-end research and trade execution

rlfinance

The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance

TreasuryFutureTrading

A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change

crypto_signal

ib-trading

Cloud-based algorithmic trading with Interactive Brokers

asset_price_correlations

Visualising correlations between different ETFs using network analytics and Plotly

market_monitor_trend_dash

prox_elasticnet

A Python package which implements the Elastic Net using the (accelerated) proximal gradient method.

sector-etf-recommender

This is a machine learning project to recommend SPDR Sector ETF stocks that maximise daily returns.