DmitryGubanov / portfolio-backtester
A research/testing tool for stock trading strategies
☆34Updated 7 years ago
Alternatives and similar repositories for portfolio-backtester:
Users that are interested in portfolio-backtester are comparing it to the libraries listed below
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Visualisation for auction market theory with live charts☆124Updated 4 years ago
- Dispersion Trading using Options☆32Updated 8 years ago
- ☆40Updated 4 years ago
- ☆24Updated 6 years ago
- Simple portfolio rebalancing in Python☆28Updated 4 years ago
- Code from the Trading Evolved book☆44Updated 4 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆127Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆61Updated 9 months ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Quantopian Pairs Trading algorithm implementation.☆59Updated 7 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆62Updated 4 years ago
- Some notebooks with powerful trading strategies.☆91Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆60Updated 2 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Options Trader written in Python based off the ib_insync library.☆51Updated last year
- Python Code for Option Analysis☆44Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆90Updated 2 years ago
- ☆60Updated 2 years ago
- integrate backtrader with interactive brokers☆45Updated 3 years ago
- Interactive Brokers TWS API -- Historical data downloader☆56Updated 7 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆53Updated 2 years ago