3 dépôts
Libraries of mathematical and statistical tools for financial market analysis.
Distinct from Python Libraries: Focuses on the analytical quantitative tools rather than general-purpose Python libraries.
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OpenBBTerminal is a Python financial data platform and command line interface designed for aggregating and analyzing market data from diverse APIs. It serves as a quantitative analysis tool for processing stock, crypto, and derivative datasets to identify market trends and build investment strategies. The project utilizes a pluggable financial API framework with an adapter-based architecture, allowing external financial data providers to be integrated as independent modules. This system standardizes information from public and proprietary sources into a unified layer to support cross-asset an
Provides a shared library of quantitative tools to process raw market data for analysis.
This project is a Python financial analytics framework and quantitative trading library. It provides a suite of mathematical tools for asset pricing, statistical market analysis, and the development of algorithmic trading strategies. The library is distinguished by its focus on currency and commodity correlation modeling, using regression and normalization to identify exchange rate drivers. It features a specialized portfolio optimization engine that applies graph theory, such as clique centrality and degeneracy ordering, alongside quadratic programming to balance risk-adjusted returns. The
Provides a comprehensive collection of mathematical and statistical tools for quantitative financial market analysis.
backtesting.py is a Python trading backtesting framework used to simulate trading strategies against historical price data to evaluate performance and risk. It includes a technical trade simulator, a quantitative performance analyzer, and a financial strategy optimizer. The framework features a parallel strategy simulator that distributes execution across multiple processor cores to reduce computation time. It also provides tools for strategy parameter optimization, allowing the identification of performant settings through the use of heatmaps and metrics. The system covers trade execution m
Generates quantitative metrics to measure the effectiveness and risk of a trading system over time.