nipun-shrivastava Goto Github PK

artursepp_optimalportfolios

Implementation of optimisation analytics for constructing and backtesting optimal portfolios

artursepp_stochvolmodels

Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

auquan_tutorials

Ipython notebooks for math and finance tutorials

bukosabino_ta

Technical Analysis Library using Pandas and Numpy

candlestick-trading-analysis-strategy

Candlestick Trading, Analysis & Strategy

dash-volatility-surface

Volatility surface explorer in pure Python

dbrojas_optlib

A library for financial options pricing written in Python.

decisiveml

Machine learning end-to-end research and trade execution

example-hftish

Example Order Book Imbalance Algorithm

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-algorithms

I propose here several algorithmic trading strategies on diverse asset classes

gem

Python implementation of Antonacci's GEM ("Global Equities Momentum") strategy

girishg4t_nse-bse-bhavcopy

NSE and BSE downloaded bhavcopy from bhavcopy-downloader

leitianzj_quantresearch

Quantitative analysis, strategies and backtests

marcdemers_py_vollib_vectorized

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

microprice

neurotrader888_technicalanalysisautomation

nifty-banknifty-intraday-data

One Minute data for Backtesting for NIFTY BankNIFTY

notes-and-presentations

Presentation, study notes, dissertation

numerical_methods_youtube

optiver_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.

patternpy

📈 PatternPy: A Python package revolutionizing trading analysis with high-speed pattern recognition, leveraging Pandas & Numpy. Effortlessly spot Head & Shoulders, Tops & Bottoms, Supports & Resistances. For experts & beginners. #TradingMadeEasy 🔥

proj_option_pricing_matlab

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

py_lets_be_quickly_rational

Numba accelerated python library to calculate various black scholes equations

py_vollib

python_option_pricing

An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options

quantresources

A list of online resources for quantitative modeling, trading, portfolio management

quantstats

Portfolio analytics for quants, written in Python

quanttradingresearch

Different quantitative trading models research

ruchitanmay_mcxlib

get all data from MCX India website