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Time series and portfolio analytics for quantitative finance.
This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.
Risk tools for commodities trading and finance
QuantLib with AAD
Open-source AI trading signal engine with a public, inspectable outcome ledger. Our own signals lose money on average after modeled costs — we publish every row anyway. Multi-timeframe TA, backtester, paper trading, Telegram/Discord alerts. Self-hosted, Next.js + PostgreSQL, MIT.
Repository for CRAN package GetHFData
Time series library for Julia
Python algorithmic trading bot framework for Kubernetes: backtesting, hyperparameter optimization, 150+ technical analysis indicators (RSI, MACD, Bollinger Bands, ADX), portfolio management, PostgreSQL integration, Helm deployment, CronJob scheduling. Minimal overhead, production-ready, Yahoo Finance data.
A Julia package for quantitative finance
Covariance Matrix Estimation via Factor Models
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .
PriceHub: Unified Python Package for Collecting OHLC Prices from Binance, Bybit, OKX, Coinbase, Kraken APIs into a DataFrame
The Tidymodels Extension for GARCH models
Obtain pre market and after hours stock prices for a given symbol
Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.
Excel Addin for Haskell
R package for option pricing
QUANTAXIS事务性后台和前端网站
Julia Incremental Technical Analysis Indicators (inspired by talipp)
Formula workbooks for Node services: edit inputs, recalculate formulas, read outputs, persist WorkPaper JSON, and expose MCP tools.
R code for quantitative analysis in finance
Data source for stock data
Automated trading system for NOPE strategy over IBKR TWS
Univariate GARCH models in R
Python wrapper for Yahoo! Finance API.
Market-making strategy that placed #2 in Paradigm's Prediction Market Challenge. 110 iterations, 8 hours.
This repository contains the source code and content for the website algotradinglib.com, focused on algorithmic trading and financial market analysis.
Cryptocurrency exchange API client for Julia
Distributed QuantLib
No description.