Alexander Rios's repositories
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
algotrading_stack
Microservices Stack for AlgoTrading
arbitrage_research
Notebooks
arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
atreyu-backtrader-api
Atreyu's integration of IB Native API with backtrader
awesome-conformal-prediction
A professionally curated list of awesome Conformal Prediction videos, tutorials, books, papers, PhD theses, articles and open-source libraries.
blog-teddy-koker
Source code for teddy koker blog with backtrader
cot_reports
Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC).
DataFrame
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
dropbox-sdk-python
The Official Dropbox API V2 SDK for Python
dukascopy-node
✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨
Finance
150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data
Financial-Modelling-in-R
A collection of scripts for modelling financial markets & options in R.
IBC
Automation of Interactive Brokers TWS. You can download the latest release here: https://github.com/ibcalpha/ibc/releases/latest
Insider-Trades
A scraper that will collect data about insider trades for various public companies as well as their stock prices at the time of each trade.
ML-YouTube-Courses
📺 A place to discover the latest machine learning courses on YouTube.
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.
multicharts-decoder
Decode different types of MultiCharts files
pairs-trading
Pairs trading strategies
pairs_trading
experiments with pair trading
pyprobml
Python code for "Probabilistic Machine learning" book by Kevin Murphy
relative-strength
IBD Style Relative Strength Percentile Ranking of Stocks (i.e. 0-100 Score).
shadowing
This implements Path Shadowing Monte-Carlo.
tactical-asset-allocation
Implements different approaches to tactical and strategic asset allocation
trading_scripts
A collection of helpful trading scripts I've hacked together
TuringTrader
The Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
Volatility-carry-trading-strategy
Modelling the implicit volatility, using multi-factor statistical models.