Alternatives and similar repositories for ibstract

Users that are interested in ibstract are comparing it to the libraries listed below

• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆38Updated 8 years ago
• convergenceIM / alpha-scientist
  ☆73Updated 3 years ago
• 11bblandin / quantfiction
  Notebooks and stuff from quantfiction.com
  ☆37Updated 5 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• ryanh-ai / ib_insyncDocker
  Run ib_insync with IBC Inside Docker Container
  ☆22Updated 6 years ago
• aaaquants / QuantBasics1-4
  ☆45Updated 8 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆22Updated 10 years ago
• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆29Updated 4 years ago
• srome / pybacktester
  An event-based backtester written in Python for algorithmic trading.
  ☆43Updated 8 years ago
• thk3421-models / KellyPortfolio
  A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
  ☆86Updated 3 months ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆34Updated 5 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 7 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆67Updated 8 years ago
• MislavSag / trademl
  The goal of the project is to build algorithmic trading system.
  ☆27Updated 4 years ago
• Prograsaur / ib-historical-data
  Interactive Brokers TWS API -- Historical data downloader
  ☆56Updated 7 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆75Updated 4 years ago
• quantrocket-llc / ibpythonic
  IbPy-like interface for the Interactive Brokers Python API
  ☆61Updated 2 years ago
• aaaquants / LSTM-trading
  ☆25Updated 7 years ago
• talaikis / HAR-RVModelForRealizedVolatility
  HAR-RV Model For Realized Volatility
  ☆31Updated 9 years ago
• FaGuoMa / Azure-IB
  ☆24Updated 9 years ago
• westonplatter / ibdatafetcher
  Fetch data (futures, stock, coming next => options) from IBKR for local use.
  ☆18Updated 4 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆46Updated 7 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆26Updated 8 years ago
• GBERESEARCH / volvisualizer
  Extract and visualize implied volatility from option chain data
  ☆41Updated 4 months ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago