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Tibor Kiss's repositories

huba-v1

Pairs Trading using Statistical Arbitrage

Language:PythonAGPL-3.0125 40

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.

Language:PythonNOASSERTION2 20

eiten

Statistical and Algorithmic Investing Strategies for Everyone

Language:PythonGPL-3.01 10

FinanceHub

Resources for Quantitative Finance

Language:PythonMIT1 20

order-matcher

simple matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders

Language:C#MIT1 10

QuantMath

Financial maths library for risk-neutral pricing and risk

Language:RustMIT1 10

quantstats

Portfolio analytics for quants, written in Python

Language:PythonApache-2.01 20

Statistical Arbitrage trading algorithm for QuantConnect. Main ideas taken from "Pairs Trading Evaluation of profitability and risks on the Swedish stock market" (http://lup.lub.lu.se/luur/download?func=downloadFile&recordOId=7370318&fileOId=7370368).

Language:Python1 20

TuringTrader

The Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.

Language:C#AGPL-3.01 20

volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

Language:PythonGPL-3.01 20

areweextendingyet.github.io

Are we extending other languages yet? (FFI)

Apache-2.0020

Awesome-Black-Friday-Cyber-Monday

Awesome deals on Black Friday: Apps, SaaS, Books, Courses, etc.

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awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

Language:Python000

BlazorSimpleSurvey

Blazor Simple Survey

Language:C#010

clikit

CliKit is a group of utilities to build beautiful and testable command line interfaces.

Language:PythonMIT020

docker-remote-desktop

Docker image for Remote Desktop server with audio support

Language:ShellMIT020

docker-wine

Docker image that includes Wine and Winetricks for running Windows applications on Linux and macOS

Language:ShellMIT020

envtpl

Render jinja2 templates on the command line with shell environment variables

Language:Python020

KfPairs

Language:C#020

kong-lua-sandbox

A lua sandbox for executing non-trusted code

Language:LuaNOASSERTION010

mixture_model_trading_public

Language:Jupyter Notebook020

ntp_exporter

Prometheus exporter for NTP offset/stratum of a client

Language:GoApache-2.0020

poptions

Custom Python code for calculating the Probability of Profit (POP) for options trading strategies using Monte Carlo Simulations. The Monte Carlo Simulation runs thousands of individual stock price simulations and uses the data from these simulations to average out a POP number.