https://github.com/apurvshah007/algorithmic-trading

I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
https://github.com/apurvshah007/algorithmic-trading

algorithmic-trading black-scholes financial-analysis monte-carlo-simulation numpy option-pricing pandas pandas-dataframe portfol portfolio-optimization portfolio-optimizer portfolio-stats python3 scipy statistics

Last synced: 23 days ago
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I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.

• Host: GitHub
• URL: https://github.com/apurvshah007/algorithmic-trading
• Owner: ApurvShah007
• License: mit
• Created: 2020-07-01T02:43:12.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2020-08-16T17:29:13.000Z (about 4 years ago)
• Last Synced: 2024-10-14T01:21:16.823Z (23 days ago)
• Topics: algorithmic-trading, black-scholes, financial-analysis, monte-carlo-simulation, numpy, option-pricing, pandas, pandas-dataframe, portfol, portfolio-optimization, portfolio-optimizer, portfolio-stats, python3, scipy, statistics
• Language: Jupyter Notebook
• Homepage:
• Size: 2.51 MB
• Stars: 61
• Watchers: 6
• Forks: 5
• Open Issues: 8
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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Algorithmic Trading


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I have been deeply interested in algorithmic trading and systematic portfolio management. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to machine learning algorithms. The code majorly uses the pandas and the [yfinance](https://github.com/ranaroussi/yfinance) libraries.

Many of these files contain functions that have been used in further files so the code duplication is minimum. Anyone is welcome to download these files and import and use them in their own endeavours. Anyone interested can learn from this or contribute to it to make this repository a valuable resource for others. If you do end up using the code here for your own project, do leave a mention and star this repo and be on the lookout for more uodates on this repo. 

All portfolio related functions and optimization scripts have been moved over to my [portfolio-optimizer](https://github.com/ApurvShah007/portfolio-optimizer

) repository. Please visit that if you are interested in systematics portfolio management and optimizations. 







## Contents

- [Machine Learning Models](https://github.com/ApurvShah007/Algorithmic_trading/tree/master/Machine%20Learning%20Scripts%20)

- [Options Fair Pricing](https://github.com/ApurvShah007/Algorithmic_trading/tree/master/options-fair-price-valuation)

- [Portfolio Optimization](https://github.com/ApurvShah007/Algorithmic_trading/tree/master/Portfolio%20Optimizing%20Scripts)

- [Basic Analytics](https://github.com/ApurvShah007/Algorithmic_trading/tree/master/Code)



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