Indicator Go delivers a rich set of technical analysis indicators, customizable strategies, and a powerful backtesting framework. No dependencies, just pure simplicity. ✨ See how! 👀
-
Updated
Sep 27, 2025 - Go
Indicator Go delivers a rich set of technical analysis indicators, customizable strategies, and a powerful backtesting framework. No dependencies, just pure simplicity. ✨ See how! 👀
Indicator TS delivers a rich set of technical analysis indicators, customizable strategies, and a powerful backtesting framework. No dependencies, just pure simplicity. ✨ See how! 👀
Python financial widgets with okama and Dash (plotly)
An easy-to-use manual to use the OpenBB terminal developed by 3 university students
Pine Script-style indicator library in Python using MetaTrader5 OHLCV data — 100+ real-time indicators for algorithmic trading.
Official public repository of Berlin Quant Lab (BQλ), the quantitative finance initiative of the Berlin Investment Group (BIG). Featuring quantitative finance research, algorithmic trading strategies, market analyses, educational materials, and open-source projects.
A demo for implement of ztsec-xtp-api
Code for extracting mean-reverting portfolios out of large data sets.
🖥️🚀📈📉Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market
Analyzing sentiment scores from Twitter texts using transformer models (RoBERTa, BERT) and VADER, then comparing them with actual stock values by treating the problem as both numerical and categorical.
This is a production ready algorithm trading infrastructure with VPN security using OVPN and tunnelblick. For full observability as a containerized stack
This project utilizes a modern precision matrix estimation technique known as factor graphical lasso for Markowitz portfolio optimization
DQN stock-trading agent with a custom Gymnasium environment and yfinance data.
C++ implementation of Monte Carlo simulations for pricing down-and-in European barrier call options, using the Box-Muller method for Gaussian sampling and simulating 100,000 paths with up to 10,000 steps per path to analyze the effect of different barrier levels.
An autonomous market intelligence engine designed to detect high-probability cryptocurrency volatility vectors using real-time algorithmic analysis.
Add a description, image, and links to the quantative-finance topic page so that developers can more easily learn about it.
To associate your repository with the quantative-finance topic, visit your repo's landing page and select "manage topics."