DmitryGubanov / portfolio-backtester
A research/testing tool for stock trading strategies
☆33Updated 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
- ☆24Updated 6 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 11 months ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- Dispersion Trading using Options☆32Updated 8 years ago
- Options Trader written in Python based off the ib_insync library.☆48Updated last year
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆61Updated 3 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆52Updated 6 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆53Updated 2 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- ☆58Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆66Updated last year
- Python Code for Option Analysis☆44Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆116Updated 2 years ago
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆50Updated 10 months ago
- Research Repo (Archive)☆73Updated 4 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆56Updated 2 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- ☆39Updated 4 years ago
- ☆40Updated 3 years ago
- Mean Reversion Trading Strategy☆23Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago