thesis-computational-artificial-market
FinanceDatabase
thesis-computational-artificial-market | FinanceDatabase | |
---|---|---|
2 | 147 | |
8 | 2,841 | |
- | - | |
0.0 | 9.4 | |
over 2 years ago | 6 days ago | |
Jupyter Notebook | Jupyter Notebook | |
MIT License | MIT License |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
thesis-computational-artificial-market
-
MSc Thesis (that a School of CS will acccept) Finance and Machine Learning ideas other than predicting stocks/portfolio selection
I wrote it with Julia. I made an initial prototype with Python but it got ugly and decided to try Julia which turned out to be fantastic. I published the code to Github if you want to see/use it yourself. You also find the link to the thesis there if you want to read it (forgive me the grammar errors and the incoherent language, I did not like writing the stuff).
-
Simulating the limit order book
Not sure if helpful but I did my master's thesis about how to build a computational artificial market (in Julia which is rather an easy language to read) and published the source code: https://github.com/Miksus/thesis-computational-artificial-market
FinanceDatabase
- FinanceDatabase: NEW Derivatives and Hedging - star count:2407.0
- FinanceDatabase: NEW Derivatives and Hedging - star count:2226.0
- FinanceDatabase: NEW Derivatives and Hedging - star count:2132.0
- FinanceDatabase: NEW Derivatives and Hedging - star count:2006.0
- FinanceDatabase: NEW Derivatives and Hedging - star count:1916.0
What are some alternatives?
QuantitaveFinanceExamplesPy - Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir).
Python-NSE-Option-Chain-Analyzer - The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain and visually displays the trend in various indicators useful for Technical Analysis.
yahoofinancials - A powerful financial data module used for pulling data from Yahoo Finance. This module can pull fundamental and technical data for stocks, indexes, currencies, cryptos, ETFs, Mutual Funds, U.S. Treasuries, and commodity futures.
AlgorithmicTrading - This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
pandas-ta - Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 150+ Indicators
wallstreet - Real time stock and option data.
FinanceToolkit - Transparent and Efficient Financial Analysis
FundamentalAnalysis - Transparent and Efficient Financial Analysis [Moved to: https://github.com/JerBouma/FinanceToolkit]
yfinance - Download market data from Yahoo! Finance's API
mk - mk ease contributing to any open source repository by exposing most common actions you can run. Inspired by make, tox and other cool tools!
OpenBBTerminal - Investment Research for Everyone, Everywhere.
svg-playground - Online playground for svg.py