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joshuaulrich
TTR:Technical Trading Rules
A collection of over 50 technical indicators for creating technical trading rules. The package also provides fast implementations of common rolling-window functions, and several volatility calculations.
Maintained by Joshua Ulrich. Last updated 1 years ago.
algorithmic-tradingfinancetechnical-analysis
338 stars 15.11 score 2.8k scripts 359 dependents
dgerlanc
portfolio:Analysing Equity Portfolios
Classes for analysing and implementing equity portfolios, including routines for generating tradelists and calculating exposures to user-specified risk factors.
Maintained by Daniel Gerlanc. Last updated 8 months ago.
financeportfolio-constructionrisk-modelling
16 stars 6.71 score 106 scripts