Jupyter Notebook quantitative-finance

Open-source Jupyter Notebook projects categorized as quantitative-finance
Edit details
Topics: Python Quant Finance Machine Learning algorithmic-trading
SaaSHub - Software Alternatives and Reviews
SaaSHub helps you find the best software and product alternatives
www.saashub.com
Sponsored

Top 15 Jupyter Notebook quantitative-finance Projects

  • Financial-Models-Numerical-Methods

    Collection of notebooks about quantitative finance, with interactive python code.

  • PyPortfolioOpt

    Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

    Project mention: PyPortfolioOpt: Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation - star count:3788.0 | /r/algoprojects | 2023-10-24

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

  • machine-learning-asset-management

    Machine Learning in Asset Management (by @firmai)

  • fastquant

    fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!

  • alphatools

    Quantitative finance research tools in Python

    Project mention: Bayesian Finance: Notebook PyMC3 implementation. Extended Research - star count:364.0 | /r/algoprojects | 2023-05-20

  • alpha-mind

    quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.

  • gym-continuousDoubleAuction

    A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.

  • WorkOS

    The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

  • notebooks

    Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers. (by differential-machine-learning)

  • bsm-time-machine

    A Black-Scholes-based options backtesting simulator

  • analysis-sharing

    Sharing quantitative analyses on Crypto Lake data

  • QuantitaveFinanceExamplesPy

    Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir).

  • equity-risk-model

    Attribution and optimisation using a multi-factor equity risk model.

  • Finding-Alpha-with-AI

    A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI

  • hca-resources

    zipline-broker Examples. Full notebooks plus python code for long term investment strategies using zipline based tools.

  • pyquantfi

    A tool to compute the prices of vanilla and exotic options

  • SaaSHub

    SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020). The latest post mention was on 2023-10-24.

Jupyter Notebook quantitative-finance related posts

Index

What are some of the best open-source quantitative-finance projects in Jupyter Notebook? This list will help you:

Project Stars
1 Financial-Models-Numerical-Methods 5,238
2 PyPortfolioOpt 4,105
3 machine-learning-asset-management 1,627
4 fastquant 1,415
5 alphatools 380
6 alpha-mind 218
7 gym-continuousDoubleAuction 136
8 notebooks 132
9 bsm-time-machine 57
10 analysis-sharing 45
11 QuantitaveFinanceExamplesPy 38
12 equity-risk-model 25
13 Finding-Alpha-with-AI 15
14 hca-resources 3
15 pyquantfi 0

Sponsored
SaaSHub - Software Alternatives and Reviews
SaaSHub helps you find the best software and product alternatives
www.saashub.com