cuemacro

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Cuemacro is a company focused on understanding macro markets from a quantitative perspective, in particular currency markets.

Funding Links: https://github.com/sponsors/cuemacro

• Name: Cuemacro
• Location: London
• Kind: organization
• Followers: 113
• Following: 0
• Total stars: 6187
• Repositories count: 7
• Created at: 2022-11-06T02:14:29.983Z
• Updated at: 2025-03-09T22:45:07.207Z
• Last synced at: 2025-03-09T22:45:07.207Z

GitHub Sponsors Profile

Through sponsorship we hope to build and improve our existing Python library for financial markets and potentially add new libraries:

finmarketpy - backtesting library
findatapy - for downloading market data from many data sources such as
chartpy - an easy to use wrapper for Plotly and Matplotlib
tcapy - transaction cost analysis library

As well as maintaining existing code, here is some functionality we'd love to add to our libraries:

event based backtesting and execution in finmarketpy
using vaex in finmarketpy for fast backtesting with high frequency datasets (have partially in closed source)
add total returns indices for more assets like interest rate swaps

at present generates total returns indices for FX spot, FX forwards and FX vanilla options

add FX options backtester to finmarketpy (have already done total return indices for FX options)
add functionality to create futures time series series from individual futures contracts (have partially in closed source)
more data sources for findatapy
adding bqplot to chartpy
adding additional asset classes and analytics to tcapy
adding more support for the cloud (eg. AWS Lambdas for tcapy and for backtesting in finmarketpy)

• Current Sponsors: 0
• Past Sponsors: 0
• Total Sponsors: 0
• Minimum Sponsorship: $100.00

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