Farø Research's Projects
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
Financial Machine Learning and Algorithmic Trading with Python
Python Implementations of popular Algorithmic Trading Strategies
High performance datastore for time series and tick data
Quantitative trading algorithms with Python and Quantopian.
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
Building Trading Algorithms with Python, published by Packt
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance, NeurIPS 2020 DRL workshop.
Repository for CRAN package GetHFData
Hands-On Machine Learning for Algorithmic Trading, published by Packt
Hands-on Python for Finance published by Packt.
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
Learn Algorithmic Trading, Published by Packt
Machine Learning for Financial Market Prediction
Notebooks, resources, and references accompanying the book Machine Learning for Algorithmic Trading
Scripts/Notebooks used for my articles published on Medium
A project to implement a time series momentum strategy and backtest it.
My script for Programming in Finance
Systematic Trading in python
Quantitative Finance and Algorithmic Trading
This repository houses all source code, Jupyter Notebooks and related materials necessary to follow and collaborate on Quant Research content published by the Alpha Team.
Python quantitative trading strategies including Pattern Recognition, CTA, Monte Carlo, Options Straddle, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
Python version of Dr. Ernie Chan's Matlab code and some inspired from Robert Carver's, plus some raw data downloaders
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/
Aplicação java para realização de sincronização de dados intraday e diário de ações e derivativos da B3 (BM&F Bovespa) para base de dados TimescaleDB