Scalable, event-driven, deep-learning-friendly backtesting library
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Updated
Aug 28, 2021 - Python
Scalable, event-driven, deep-learning-friendly backtesting library
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."
高性能并行、事件驱动量化回测框架 high performance backtest,factor investing, portfiolio analysis
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
A Quantity calculator which suggests you best position size following your Risk Management.
My thesis 🏅
The ModFin project aims to provide users with the necessary tools for modeling and analyzing individual assets and portfolios.
An advanced platform for quantitative trading strategies, including AI-driven price prediction models and user management systems. Emulating institutional-grade practices like Citadel, it facilitates the development, training, and deployment of machine learning models for precise market forecasting.
Base indicators and forecasting models for statistics and quantitive analysis
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