quantative-finance

Extremely fast quantitative factor cleaning and backtesting library, based on Polars

An easy-to-use manual to use the OpenBB terminal developed by 3 university students

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.

DQN stock-trading agent with a custom Gymnasium environment and yfinance data.

A demo for implement of ztsec-xtp-api

Code for extracting mean-reverting portfolios out of large data sets.

A-Stockit —— 面向 Agent 框架的 A 股量化分析技能库，提供多样化市场操作，无需配置独立 trading bot

A trading algorithm for Crypto markets, automated and custom methods, utilizing CCXT for multi-plataform usage.

🖥️🚀📈📉Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market

Causal discovery pipeline for Bitcoin return drivers — PC Algorithm, NOTEARS, PCMCI, Granger + DoWhy falsification. In partnership with ESILV and Ginjer AM.

Quantitative portfolio risk monitor using monte carlo simulation, GARCH volatility, and K-Means regime detection.

MPT portfolio optimizer + parametric VaR, verified via Monte Carlo simulation

Quantitative risk and fraud scoring engine (PD, EL, tiers, governance, FastAPI).

Decision-Aware Risk & Deployment System — a machine learning decision framework for capital deployment and risk posture determination.

A Python client for policyuncertainty.com Economic Policy Uncertainty (EPU) data

Open-source market intelligence platform with a self-auditing research pipeline: pre-registered trials, placebo gates, published negative results, live paper track record vs SPY. FastAPI + Next.js + LightGBM.

Randomized, regime-aware benchmark for evaluating trading strategy outputs across changing market conditions.

Forecasting 21-day realised volatility on the URA uranium ETF using a stacked LSTM network, benchmarked against a GARCH(1,1) baseline.

This is a production ready algorithm trading infrastructure with VPN security using OVPN and tunnelblick. For full observability as a containerized stack

Java-based quantitative stock analysis tool that evaluates historical stock performance, calculates returns, and compares investment trends using financial data.