Stars
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Python library for portfolio optimization built on top of scikit-learn
PerfView is a CPU and memory performance-analysis tool
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
CV-CUDA™ is an open-source, GPU accelerated library for cloud-scale image processing and computer vision.
Notebooks that replicate original quantitative finance papers from Emanuel Derman
ClosedXML is a .NET library for reading, manipulating and writing Excel 2007+ (.xlsx, .xlsm) files. It aims to provide an intuitive and user-friendly interface to dealing with the underlying OpenXM…
Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for b…
Sample code demonstrating OpenAPI interactions in C#
Various sample projects and snippets related to Excel-DNA
Excel-DNA - Free and easy .NET for Excel. This repository contains the core Excel-DNA library.
XChange is a Java library providing a streamlined API for interacting with 60+ Bitcoin and Altcoin exchanges providing a consistent interface for trading and accessing market data.