#56 · Primary category: Financial Data & Analytics Platforms
QuantResearch
Quantitative analysis, strategies and backtests
Project last updated:08/26/23
GitHub Stars
3.0K
Forks
574
Contributors
4
License
MIT
Why we included this project
Its value is less as a turnkey trading system and more as a guided tour of the techniques that actually show up in quant work. The notebooks cover portfolio optimization, value-at-risk, several flavors of linear regression, pairs trading via cointegration and Kalman filters, hidden Markov chains, and RNN-based stock prediction, and every one links to a short blog post that explains what is going on. There is also a folder of machine-learning and deep-reinforcement-learning material, plus backtesting code and a video of a live trading demo, so you can see how an idea moves from notebook to executed strategy. This is study material, not a production platform; expect to adapt the code rather than run it as-is.
Articles for this project
No articles for this project yet.
To suggest a topic or contribute an article, contact us.
Related projects in this category
OpenBB
Open Data Platform for analysts, quants and AI agents.
daily_stock_analysis
LLM-powered multi-market stock analysis system with multi-source market data, real-time news, decision dashboard, automated notifications, and cost-free scheduled runs.
ai-hedge-fund
An AI Hedge Fund Team
qlib
AI-oriented quant investment platform supporting diverse ML paradigms and automated R&D for quantitative research and production.
nautilus_trader
Production-grade Rust-native trading engine with deterministic event-driven architecture