Scalable, event-driven, deep-learning-friendly backtesting library

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."

高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

A Quantity calculator which suggests you best position size following your Risk Management.

My thesis 🏅

An advanced platform for quantitative trading strategies, including AI-driven price prediction models and user management systems. Emulating institutional-grade practices like Citadel, it facilitates the development, training, and deployment of machine learning models for precise market forecasting.

The ModFin project aims to provide users with the necessary tools for modeling and analyzing individual assets and portfolios.

Base indicators and forecasting models for statistics and quantitive analysis

多策略投资组合优化框架

AI Trading Bot leveraging advanced machine learning, multi-factor regime detection, and adaptive risk management. Includes feature engineering, backtesting, and interactive dashboards for quantitative trading.

Options Pricing Project

Backtesting trading strategies on FDXM vs FESX spreads

Algorithmic trading strategy backtesting using RSI & MACD on futures historical data | Алгоритмическая стратегия на RSI и MACD с бэктестами фьючерсов Газпрома и Сбербанка (Tinkoff API)

High-performance TensorFlow library for quantitative finance.