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alphatrading

An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

applied_economic_forecasting

Applied Economic Forecasting Using Time Series Methods Book by Eric Ghysels and Massimiliano

backtesting.py

:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

backtrader

Python Backtesting library for trading strategies

backtrader-for-backtesting

These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website

bt

bt - flexible backtesting for Python

cs109

Official content for Harvard CS109

drip

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

etf_rotation

ETF Fund Rotation Strategy Backtesting Framework This Python framework is a one-stop solution for backtesting ETF fund rotation strategies. It aims to be efficient, flexible, and user-friendly for both beginners and seasoned traders.

etfcorrelationscanner

ETF Correlation Scanner

finance-courses

Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)

finance_portfolio

Screeners, sentiment analysis, and machine learning techniques on Fixed Income ETFs, ETFs, stocks, and macroeconomic events

forecasting-inflation-rates-of-poland

Recently inflation is a popular topic in Poland and is highest since 2001. Experts presume inflation in Poland should continue to rise, and by the end of 2021 it will be close to 8%. This notebook aims to develop a forecasting model for time series using Python.

forecastinginflation

Forecasting Inflation in a data-rich environment: the benefits of machine learning methods

forecastings23

Landing page for Applied Economic Forecasting - Spring 2023

inflation-forecasting-using-sarimax-and-nkpc-economic-model

The notebooks include forecasting Indian monthly inflation rates usuing SARIMAX Model and Economic Modelling using NKPC

learn_backtrader

BackTrader中文教程笔记（by：量化投资与机器学习），系统性介绍Bactrader的特性、策略构建、数据结构、回测交易等，彻底掌握量化神器的使用方法。章节：介绍篇、数据篇、指标篇、交易篇、策略篇、可视化篇……（持续更新中）

linkedin-job-scraper

Scrape jobs from Linkedin

portfolio_construction

Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.

portfolioanalysis

quantitative-country-etf-trading-strategy

Quantitative Country ETF Trading Strategy

sector_rotation_final_project

Using LSTM to execute a sector rotation trading strategy

smart-beta-portfolio-optimization

Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..

systemic-risk

Some Jupyter notebooks demonstrating various types of models for systemic financial risk, including indicator back-testing, network construction, network analytics, statistical stress-testing & economic models. Many of these can be run on Azure, when the required R & python packages are supported.

vectorbt

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

visualize-wealth

portfolio construction and quantitative analysis

yahoofinancials

A powerful financial data module used for pulling data from Yahoo Finance. This module can pull fundamental and technical data for stocks, indexes, currencies, cryptos, ETFs, Mutual Funds, U.S. Treasuries, and commodity futures.