davidkim0523 Goto Github PK

080227

파이썬으로 배우는 포트폴리오 소스 코드

algo_trading_and_quant_strategies

Supplemental Material for Algorithmic Trading and Quantitative Strategies

algotrading-example

algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)

avellaneda-stoikov

Avellaneda-Stoikov HFT market making algorithm implementation

backtest_tutorial

book-dp1

Dynamic Programming Volume 1

books

Source code for 200+ books, kept here for quick reference

causal-inference-and-discovery-in-python

Causal Inference and Discovery in Python by Packt Publishing

ccapi

A header-only C++ library for interacting with crypto exchanges. Binding for Python is provided. A spot market making application is also provided as an end-to-end solution for liquidity providers.

collect-binancefutures

Collect BinanceFutures's trade and orderbook(depth) feeds.

courses-

Quiz & Assignment of Coursera

emsx_api_repository

EMSX API Code Samples

example-scalping

A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio

fast_combinatorial_cv

Fast Combinatorial Cross Validation

fin-ml

This github repository of "Machine Learning and Data Science Blueprints for Finance". Please star.

financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

financepy-examples

Examples of how to use FinancePy

finrl

FinRL: Financial Reinforcement Learning. 🔥

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.

high_performance_python_2e

implied-vol

machine-learning-for-algorithmic-trading-second-edition

Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.

machine-learning-for-asset-managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

market-making-backtest

algo trading backtesting on BitMEX

ml4fi

Python Repository for 'Machine Learning for Factor Investing (Python Version) (2023)'

ml_finance_codes

Machine Learning in Finance: From Theory to Practice Book

momentum

Implementation of Momentum Factor

notebooks

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

optopsy

A nimble options backtesting library for Python

portfolio_optimization

Implementing Portfolio Optimization with Python