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qq-pat

The qq-pat library provides you with an easy interface for the creation of graphs and the calculation of statistics for financial time series. It provides functionality similar to the R library PerformanceAnalystics in Python. It allows you to draw graphs, calculate general statistics and perform some advanced analysis such as Monte Carlo simulations and minimum variance portfolio optimizations.

qrm

qrm

qrm-1

Quantitative Risk Management Concepts

qrmproject

Problem Set realised with 2 fellow students in the scope of a St. Gallen finance class called Quantitative Risk Management

qrmtools

:exclamation: This is a read-only mirror of the CRAN R package repository. qrmtools — Tools for Quantitative Risk Management

qsforex

QuantStart Forex Backtesting and Live Trading

qsld-rmd

Materials used for R Markdown workshop with Queensland Department of Treasury

qstrader

QuantStart.com - QSTrader backtesting simulation engine.

qtpylib

QTPyLib, Pythonic Algorithmic Trading

qtrader

Reinforcement Learning for Portfolio Management

qtsstm4

This is a quantitative trading system.

qualcomm-quantitative-trading-strategy-

Python notebook code for a quantitative trading strategy that utilizes 20 day moving average to determine when to hold or short Qualcomm’s stock while also tracks the moving volatility of stock prices

quandl

:exclamation: This is a read-only mirror of the CRAN R package repository. Quandl — API Wrapper for Quandl.com. Homepage: https://github.com/quandl/quandl-r Report bugs for this package: https://github.com/quandl/quandl-r/issues

quandl-1

quandl-paris-school-of-economics-data-collection

Pull of Quandl PSE Datasets

quandl-python

quandl-r

This is Quandl's R Package

quandl_py_stock_bot

Predicting stock prices (London Stock Exchange) using quandl and Python

quandlapp

Using Quandl and Shiny

quandlyr

RStudio add-in to download data from Quandl

quant

Quantitative Finance and Algorithmic Trading

quant-1

the calculation of Hurst exponent

quant-2

Quant is a python-based system for stock trading strategy backtesting

quant-finance

Some notebooks with powerful trading strategies.

quant-hedging

Use the momentum-reverse and other strategies to construct a portfolio and hedge it negatively with the stock index futures.

quant-hurst_exponents

Hurst Exponents estimation in a multifractional Brownian motion

quant-in-r

Simple financial applications & analysis programs written in R language

quant-risk-management

This repository is for functions that I have built in order to calculate option prices, calculate Greeks, compute VaR, and compute Expected shortfall among other quantitative risk measures.

quant-trading

Python quantitative trading strategies including MACD, Pair Trading, Heikin-Ashi, London Breakout, Awesome, Dual Thrust, Parabolic SAR, Bollinger Bands, RSI, Pattern Recognition, CTA, Monte Carlo

quantanalysis1

Basic python libraries for building technical indicators and trading signals