phista's repositories
covshrink
Python implementation of a sample covariance matrix shrinkage experiment
FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
financial-analysis-python-tutorial
Financial Analysis in Python tutorial
High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
IbPy
Python API for the Interactive Brokers on-line trading system.
IG_Trading_Algo_Scripts_Python
IG Trading Algos and Scripts in Python
lstm-vc
LSTM built using Keras Python package to predict time series steps and sequences. Includes sin wave and stock market data
lvvd
Listed Volatility and Variance Derivatives (Wiley Finance)
matlab-schemer
Apply and save color schemes in MATLAB with ease.
OptionSuite
Option and stock backtester / live trader
pysabr
SABR model Python implementation
pysystemtrade
Systematic Trading in python
qstrader
QuantStart.com - Advanced Trading Infrastructure
research_public
Quantitative research and educational materials
sigma_coding_youtube
This is a collection of all the code that can be found on my YouTube channel Sigma Coding.
subsonic
Your complete, personal media streamer.
terminally_bored_terminal_board_games
board games for your terminal!
thetagang
ThetaGang is an IBKR bot for collecting money
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading