Vadim Kovshov's repositories
nautilus_experiments
A repository for experimental and test code
nautilus_ibapi
Mirror of ibapi for usage with NautilusTrader
nautilus_trader
A high-performance algorithmic trading platform and event-driven backtester
pysystemtrade
Systematic Trading in python
algo-trader
Trading bot with support for realtime trading, backtesting, custom strategies and much more.
awesome-AI-books
Some awesome AI related books and pdfs for learning and downloading
awesome-systematic-trading
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
CorrelationMatrixClustering
An example on how Correlation Matrix can be displayed and clustered
demo-repository
A code repository designed to show the best GitHub has to offer.
EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
free-programming-books
:books: Freely available programming books
ghidra
Ghidra is a software reverse engineering (SRE) framework
IBC
Automation of Interactive Brokers TWS. You can download the latest release here: https://github.com/ibcalpha/ibc/releases/latest
nautilus_data
Example data for use with NautilusTrader
open-interpreter
OpenAI's Code Interpreter in your terminal, running locally
Projects
Trying to complete over 100 projects in various categories in Python. Fork to learn any new language.
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
pyqstrat
A fast, extensible, transparent python library for backtesting quantitative strategies.
qstrader_ati
QSTrader Advanced Trading Infrastructure
Research
Open sourced research notebooks by the QuantConnect team.
sdoosa-algo-trade-python
Algo trade project in python
Sourcetrail
Sourcetrail - free and open-source interactive source explorer
trading-server
A multi-asset, multi-strategy, event-driven trading platform for running many strategies at many venues simultaneously with portfolio-based risk management and %-per-strategy capital allocation. Supports event-driven backtesting across all desired instruments, venues and strategies under a single parameterized portfolio.