CNIC92 / beat-the-stock-market
Is it possible to find which stocks will perform well in the future by looking at past financial data?
☆25Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for beat-the-stock-market
- Python Code for Option Analysis☆43Updated 5 years ago
- Dispersion Trading using Options☆26Updated 7 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 6 years ago
- ☆35Updated 2 years ago
- • 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
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆15Updated 3 years ago
- Streamlit app that shows the seasonal returns of a stock http://aroussi.com/seasonality☆20Updated last year
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆44Updated 4 years ago
- quantitative - Quantitative finance back testing library☆63Updated 5 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆53Updated 2 years ago
- Python code given in book Trading Pairs by Anjana Gupta.☆21Updated 3 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- ☆57Updated last year
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆28Updated 3 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 5 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆25Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆85Updated last year
- Contains the code for my financial machine learning articles☆51Updated 4 years ago
- ☆12Updated 3 weeks ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆70Updated 4 years ago
- ☆36Updated 3 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆42Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Extract and visualize implied volatility from option chain data☆31Updated 4 months ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆35Updated last year
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆56Updated 4 years ago
- 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)☆11Updated 3 years ago