G_will's repositories
forecasting
Time Series Forecasting Best Practices & Examples
options_backtester
Simple backtesting software for options
pyrtfolio
Python package to generate stock portfolios
example-hftish
Example Order Book Imbalance Algorithm
backtrader_plotting
Plotting addon for backtrader to support Bokeh (and maybe more)
PRML
PRML algorithms implemented in Python
Brinson-Attribution
以wind为数据源的基金单期brinson业绩归因
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.
stocker
Stock Price Prediction
opentrade
An open source OEMS, and intraday algorithmic trading platform in modern C++ for institutional investors
backtesting.py
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
Poker-with-Python
Poker with Python
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
OnePy
Python Backtesting library for OnePiece in trading.
pandas-tutorial
适合初级到中级晋升者,有了体系之后就看熟练度了。
OpenOrder_CTP
CTP接口的二次封装,实现委托状态和成交的严格排序与缓存,还可以省心支持对接CTP之外的其他证券交易柜台,如LTS、QMT、UFT、TradeX等。
backtrader-binance-bot
:money_with_wings: A example of bot using Backtrader to trade Bitcoins in Binance Exchange.
pandas-technical-indicators
Technical Indicators implemented in Python using Pandas
Chinese-uvbook
翻译的libuv的中文教程
stock-analysis-engine
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/
EventEmitterPP
Basic NodeJS-esque EventEmitter for C++
alpaca-backtrader-api
Alpaca Trading API integrated with backtrader
Mastering-Python-Design-Patterns-Second-Edition
Mastering-Python-Design-Patterns-Second-Edition, published by Packt
financial-machine-learning
A curated list of practical financial machine learning (FinML) tools and applications in Python.
stocktrends
A python package to calculate trends in stocks using Renko, PnF, LineBreak etc
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
Statistical-Arbitrage-Algorithmic-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.
gammascalping-2
实行gamma scalping策略时的期权组合选择工具
btgym
Scalable, event-driven, deep-learning-friendly backtesting library