Starred repositories
Python toolkit for quantitative finance
A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on Python, IPython Notebook, and PyTorch.
Recreate EP Chan algo trading book strategies
Open-source portfolio analysis tools for DIY investors and finance enthusiasts.
Zipline, a Pythonic Algorithmic Trading Library
Introduction to QuantRocket's borrow fees dataset. Uses Alphalens to analyze borrow fees as an alpha source and uses Moonshot to backtest a strategy that shorts stocks with high borrow fees while m…
|| Stata | R || Estimation of event-study Difference-in-Difference (DID) estimators in designs with multiple groups and periods, and with a potentially non-binary treatment that may increase or dec…
This repository provides updates and extended data following Kogan, L., Papanikolaou, D., Seru, A. and Stoffman, N., QJE 2017
📈A dash app showing Interactive Visualisation of the Yield Curve UK and US
Historical Flow of Funds (Financial Accounts) Data Downloader
FNSPID: A Comprehensive Financial News Dataset in Time Series
Ultra-fast Node.js Order Book written in TypeScript for high-frequency trading (HFT) 🚀🚀
The official Python client library for the Polygon REST and WebSocket API.
An R package to ease installing of packages when loading is not available
QuantStart.com - QSTrader backtesting simulation engine.
150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data
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 st…
Transparent and Efficient Financial Analysis
Real-time & historical data API for US stocks and options
A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.