duggar Goto Github PK

blogscripts

Repository for code used in my blog posts

blowfish_quant

Quantitative Trading

bubblebitcoin

Artigo sobre Bubble e criptomoedas

catalyst

An Algorithmic Trading Library for Crypto-Assets in Python

chen-velikov

Replication code for Chen and Velikov (2021), Zeroing in on the expected returns of anomalies.

coursera-test

cousera-test

cqf

This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.

crashandburn

C# .NET Core tool that evaluates various stock market holding strategies based on historical data of a single stock exported from Yahoo finance.

crypto-arbitrage-framework

A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.

crypto_algo_trading

This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in Deribit and BitMex.

cryptocurrency-multi-exchange-arbitrage-strategy

cryptocurrency_price_prediction

This work proposal is based on extracting meaningful patterns and attributes from historical cryptocurrency data to predict future prices using machine learning for time series (AUTO TS). However, it's important to emphasize that buying and selling trends depend on many factors and the model obtained is only capable of working with historical data.

csvtotable

Simple command-line utility to convert CSV files to searchable and sortable HTML table.

cta-strategies

Backtest result archive for Momentum Trading Strategies

dcf

A Python library for generating discounted cashflows.

deep-orderbook

Deep learning modelling of orderbooks

deep-portfolio-management

Source code for the blog post on the evolution of the asset allocation methods

detzel-novy-marx-velikov

Replication code for Detzel, Novy-Marx, and Velikov (2022), Model Comparison with Transaction Costs.

eigen-portfolio-construction

equity_statarb

Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee

ethereum-economic-model

A modular dynamical-systems model of Ethereum's validator economics.

eventstudy

Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.

exercise

fastback.jl

Blazing fast Julia backtester.

ffn

ffn - a financial function library for Python

financeops

Research in investment finance with Python Notebooks

financephd

Development space for PhD in Finance

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-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.