AlexShakaev / backtesting_and_algotrading_options_with_Interactive_Brokers_API
backtesting and algotrading options using Interactive Brokers API (native python api)
☆30Updated last year
Related projects ⓘ
Alternatives and complementary repositories for backtesting_and_algotrading_options_with_Interactive_Brokers_API
- ☆57Updated last year
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆44Updated 3 years ago
- integrate backtrader with interactive brokers☆44Updated 3 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆117Updated 3 years ago
- A guide to using the Interactive Brokers API with the Python ib_insync library☆82Updated 2 years ago
- Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API☆32Updated last year
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆115Updated 5 years ago
- Andreas Clenow - Stocks on the Move☆31Updated last year
- An Interactive Brokers integration for Deephaven☆64Updated 2 months ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆87Updated 2 years ago
- trade ES Futures Options☆31Updated 4 years ago
- Some notebooks with powerful trading strategies.☆79Updated 3 years ago
- streaming order book data from TD Ameritrade API☆33Updated 4 years ago
- ☆36Updated 3 years ago
- ☆24Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆28Updated 3 years ago
- Python Code for Option Analysis☆43Updated 5 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆91Updated 2 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆124Updated 2 years ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆180Updated last year
- Source Codes for the Book of Trading Strategies☆162Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆73Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Forex & Equities Trading Strategies using Machine Learning, Deep Learning and Statistical Techniques☆82Updated 5 years ago
- A financial trading method using machine learning.☆58Updated last year
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆40Updated 3 years ago
- Pair Trading Strategy using Machine Learning written in Python☆112Updated 2 years ago
- Options Trader written in Python based off the ib_insync library.☆35Updated last year
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆80Updated last month