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tiagoasar's Projects

awesome-quant icon awesome-quant

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

bovespastockratings icon bovespastockratings

Crawler for Fundamental analysis platform for BOVESPA stocks, generating a score for each share according to the selected criteria on the indicators.

ejtradermt icon ejtradermt

Metatrader 5 API - Dataframe for artificial intelligence and Data Science

finrl-live-trading icon finrl-live-trading

Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy. ICAIF 2020. Please star.

pairs-pipeline icon pairs-pipeline

Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for cointegration using the Johansen test, then runs in-sample backtests on all cointegrating pairs, then runs an out-of-sample backtest on the 5 best performing pairs.

pycaret icon pycaret

An open-source, low-code machine learning library in Python

quant-finance-lectures icon quant-finance-lectures

Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.

ta icon ta

Technical Analysis Library using Pandas and Numpy

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