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dlquant

Applying Deep Learning and NLP in Quantitative Trading

dmd_sector_rotation

Code covering DMD sector rotation strategy

dtc

An open communications protocol for financial market data, trading, historical market data and historical price data.

duka

duka - Dukascopy historical data downloader

dwx-zeromq-connector

Wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via a ZeroMQ-enabled MetaTrader Bridge EA.

dynamicarray

A basic dynamic array library intended for the Zorro Trading Automaton.

dztools

Tools for trading with the Zorro platform and Dukascopy broker.

dztools-1

ecnet-earnings-calendar

ETL for earningscalendar.net

ecr-high-frequency-trading-model-with-ib

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

edgar

Extract sentiment information from 10Q/K forms and predict short term stock return

edgarrenderer

EDGAR Renderer enables investors to view the interactive data filings submitted under the US Security and Exchange Commission (SEC) rules that require the use of XBRL via the SEC website.

eikondataapi

Hilpisch: Eikon Data API Tutorials

eiten

Statistical and Algorithmic Investing Strategies for Everyone

etf-analyzer

tool for visualizing, predicting, and clustering iShares exchange-traded funds (ETFs)

etf-data-git

Repository to scrape ETF related data from European ETF issuers. The transparent nature of ETFs means most data is published publicly on websites for consumption

etfsite

This site will convert a portfolio containing ETFs and break it down into exposure to their individual holdings.

eurotrip-planner

Plan your next EuroTrip using power of Skyscanner APIs

extend_loughran_mcdonald

faig

Fully Automated IG Trading. There is an example for regression usage for forecasting

faig-stocks

FAIG (Fully Automated IG) ... With stocks, FTSE100

federal-reserve-minutes-topic-and-sentiment-modelling

federal-treasury-api

The scraper, parser, and database creation scripts for Financial Management Service daily U.S. Treasury statements.

fhub

Python client for Finnhub API

fidelity_innovation_competition_2017

A study which aims to verify the correlation between sentiments from analyst reports and stock price movements.

finance

Here you can find all the quantitative finance algorithms that I've worked on over the past year!

finance_ml

Advances in Financial Machine Learning by Marcos Lopez de Prado

financedatabase

This is a database of 180.000+ symbols containing Equities, ETFs, Funds, Indices, Futures, Options, Currencies, Cryptocurrencies and Money Markets.

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-data-structures

Create structured financial data in the form of time, tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's Advances in Financial Machine Learning textbook.