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algorithmictrading

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 staff members of Optiver.

data-science--cheat-sheet

Cheat Sheets

dis

Course Material for Distributed Information Systems 2020

eulero_project

fama-french-three-factor-model

Fintech

mask_rcnn

Mask R-CNN for object detection and instance segmentation on Keras and TensorFlow

mfmconfigfiles

pacs

Examples and exercises for the PACS course

pandas

Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

quant-trading

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.