Code repository for the book "Hands On AI Trading with Python, QuantConnect, and AWS."

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

An open-access benchmark and toolbox for electricity price forecasting

QLNet C# Library

🔎 📈 🐍 💰 Backtest trading strategies in Python.

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.

The simplest, fastest repository for training/finetuning medium-sized GPTs.

Code for Machine Learning for Algorithmic Trading, 2nd edition.

Backtesting and Trading Bots Made Easy for Crypto, Stocks, Options, Futures, FOREX and more

Original and full lib as found on Github

Automated Forex Trading Project

cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Lega…

SABR model Python implementation

Python toolkit for quantitative finance

Stochastic models to price financial options

Robust pricing and hedging via Neural SDEs

Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.

Adaptive Simulated Annealing (ASA) is a C-language code developed to statistically find the best global fit of a nonlinear constrained non-convex cost-function over a D-dimensional space.