Mike Halpin's starred repositories
qlib
Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
backtrader
Python Backtesting library for trading strategies
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
statsmodels
Statsmodels: statistical modeling and econometrics in Python
ta-lib-python
Python wrapper for TA-Lib (http://ta-lib.org/).
quantstats
Portfolio analytics for quants, written in Python
tf-quant-finance
High-performance TensorFlow library for quantitative finance.
pyalgotrade
Python Algorithmic Trading Library
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
finmarketpy
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
algotrading
Algorithmic trading framework for cryptocurrencies.
pandas_talib
A Python Pandas implementation of technical analysis indicators