quantitative-trading topic

A list of online resources for quantitative modeling, trading, portfolio management

EliteQuant

Quantitative analysis, strategies and backtests

letianzj

Multi-asset, multi-strategy, event-driven trading platform for running low to medium freq strategies at many venues simultaneously with portfolio-based risk management and %-per-strategy capital alloc...

s-brez

A collection of methods for solving Finance/Accounting equations, implemented in C#.

srbrettle

List of awesome resources for machine learning-based algorithmic trading

cbailes

A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.

ChuaCheowHuan

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

LongOnly

基金投资管理回测引擎

refraction-ray

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

rorysroes

The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.

fbertram