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jonahhill's Projects

pybacktest icon pybacktest

Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast

pyfolio icon pyfolio

Portfolio and risk analytics in Python

pylob icon pylob

Fully functioning fast Limit Order Book written in Python

qmom icon qmom

Long-only momentum strategy modeled on Alpha Architect's QMOM ETF, selecting stocks with the smoothest momentum and rebalancing the portfolio before quarter end to capture a window-dressing seasonality effect.

quantpy icon quantpy

A framework for quantitative finance In python.

qval icon qval

Value strategy for US stocks modeled on Alpha Architect's QVAL ETF, using enterprise multiple and Piotroski F-Score to target cheap, high-quality stocks. Utilizes Sharadar fundamental and price data. Runs in Moonshot.

qval-live icon qval-live

Live trading tutorial for QVAL value strategy for US stocks. Utilizes Sharadar fundamentals with IB price data.

rqalpha icon rqalpha

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

sbedecoder icon sbedecoder

Python based Simple Binary Encoding (SBE) decoder

strategies icon strategies

quantitative trading with Javascript OR Python 用Javascript OR Python进行量化交易

submicrotrading icon submicrotrading

Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)

swigibpy icon swigibpy

Third party Interactive Brokers Python API generated from TWS C++ API using SWIG.

ta4j icon ta4j

A Java library for technical analysis

teleport icon teleport

Modern SSH server for clusters and teams.

tensorflow icon tensorflow

Computation using data flow graphs for scalable machine learning

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