Olivier Van Parys's repositories
-NEWPROJECT-S-R-IG-Index
Python script to detect Support and resistance levels, using IG Index
talib-build
Build TA-Lib wheels for Windows
hftbacktest
A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
AlgorithmicTrading
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
baglinifinance
Quantitative Finance Research
coreforecast
Fast implementations of common forecasting routines
dspy
DSPy: The framework for programming—not prompting—foundation models
EasyIB
Python wrapper for Interactive Brokers Client Portal Web API
freqtrade-strategies
Free trading strategies for Freqtrade bot
ib_async
Python sync/async framework for Interactive Brokers API (replaces ib_insync)
ib_insync2
Sadly, the orignial creator Ewald has died and now we must continue without his years of experience creating and growing this project. See the 'Discussions' tab for organization planning. Python sync/async framework for Interactive Brokers API
icli
interactive brokers ibkr api command line interface cli giving you the fastest way to lose all your money
intelligent-indexing
AI Starter Kit for Intelligent Indexing of Incoming Correspondence using Intel® Extension for Scikit-learn*
lightweight_mmm
LightweightMMM 🦇 is a lightweight Bayesian Marketing Mix Modeling (MMM) library that allows users to easily train MMMs and obtain channel attribution information.
llama3
The official Meta Llama 3 GitHub site
phidata
Build AI Assistants with memory, knowledge and tools.
python-training
Python training for business analysts and traders
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.
quant-finance-lectures
Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.
skfolio
Python library for portfolio optimization built on top of scikit-learn
StatArbPairsTrading
This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods required in order to find a successful pair as well as the code implementation for a backtest.
SWE-agent
SWE-agent takes a GitHub issue and tries to automatically fix it, using GPT-4, or your LM of choice. It solves 12.29% of bugs in the SWE-bench evaluation set and takes just 1.5 minutes to run.
temporian
Temporian is an open-source Python library for preprocessing ⚡ and feature engineering 🛠 temporal data 📈 for machine learning applications 🤖
tweepy
Twitter for Python!