#56 · Primary category: Financial Data & Analytics Platforms

QuantResearch

algorithmic-trading algotrading asset-allocation asset-management backtesting-trading-strategies backtests data-science deep-learning derivatives-pricing financial-analysis machine-learning pairs-trading portfolio-management quantitative-finance quantitative-trading reinforcement-learning risk-management statistical-arbitrage trading-algorithms trading-strategies

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.

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