Time Series Forecasting Best Practices & Examples
Simple backtesting software for options
Python package to generate stock portfolios
Example Order Book Imbalance Algorithm
Plotting addon for backtrader to support Bokeh (and maybe more)
PRML algorithms implemented in Python
Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.
Stock Price Prediction
An open source OEMS, and intraday algorithmic trading platform in modern C++ for institutional investors
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
Poker with Python
Collection of notebooks about quantitative finance, with interactive python code.
Python Backtesting library for OnePiece in trading.
:money_with_wings: A example of bot using Backtrader to trade Bitcoins in Binance Exchange.
Technical Indicators implemented in Python using Pandas
Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/
Basic NodeJS-esque EventEmitter for C++
Alpaca Trading API integrated with backtrader
Mastering-Python-Design-Patterns-Second-Edition, published by Packt
A curated list of practical financial machine learning (FinML) tools and applications in Python.
A python package to calculate trends in stocks using Renko, PnF, LineBreak etc
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
A Project to identify statistical arbitrage opportunities between cointegrated pairs. This is referred to as 'Pairs Trading' which is a bet on the mean reversion property of the spread.
Scalable, event-driven, deep-learning-friendly backtesting library