quantitative-development

Fetches market data from the Alpha Vantage API, calculates daily returns for a portfolio of stocks, and computes the Value at Risk (VaR) at a 95% confidence level.

finance cmake trading cpp risk-analysis alpha-vantage portfolio-management quantitative-development

Updated Oct 21, 2024
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gdepalma93 / quantitative_trading_system

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Project 1 of the 2020 Northwestern Financial Technology Bootcamp. We built a functional quantitative trading system that implements strategies researched and tested in Quantopian. Those strategies are then executed in Alpaca- the commission-free stock trading API.

quantopian portfolio-optimization algorithmic-trading alpaca quantitative-development efficient-infrastructure

Updated Jun 18, 2020
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quantitative-development

Here are 5 public repositories matching this topic...

geraked / metatrader5

sthabene / QuantIO

Arturovicz / Trading-Engine

omerhalid / Risk_Analytics_Portfolio_Management_cpp

gdepalma93 / quantitative_trading_system

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