This algorithm takes a daily position on the SPY ETF by indirectly predicting the change in price through the put/call ratio. I do this by implementing machine learning techniques on Sofien Kaabar's put/call ratio trading strategy.
☆14Jan 16, 2022Updated 4 years ago
Alternatives and similar repositories for Awesome-Trading-Algorithm
Users that are interested in Awesome-Trading-Algorithm are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆18Sep 12, 2020Updated 6 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆33Dec 20, 2022Updated 3 years ago
- R package for technical-analysis feature extraction - See package vignette for more details☆23Sep 12, 2020Updated 6 years ago
- Option Selling Algorithm built upon the Interactive Brokers Python API☆10Oct 9, 2020Updated 6 years ago
- Calculate Gamma Exposure and Flip point☆11Jul 5, 2020Updated 6 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- ⚙️ This bot listens to TradingView alerts via webhooks and sends them instantly to Telegram, Discord, Twitter and/or Email.☆10Feb 5, 2021Updated 5 years ago
- ☆11Apr 13, 2017Updated 9 years ago
- Python Scripts for Backtesting SPX Put Strategies Using Black-Scholes Proxies☆14Feb 15, 2018Updated 8 years ago
- ☆11Nov 9, 2024Updated last year
- Stock Technical Analysis - Python Tutorial☆10Jul 27, 2017Updated 9 years ago
- Open a large CSV file and the CSV open source code that supports expression filtering☆10Nov 26, 2018Updated 7 years ago
- This repository generates process mining event log features. Most of the features have been extracted from several process mining scienti…☆14Oct 28, 2021Updated 5 years ago
- Fast basic data structures for R☆11Apr 6, 2015Updated 11 years ago
- Code used for articles published at Nvidia's Developer Blog☆12Jun 16, 2022Updated 4 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆41May 23, 2020Updated 6 years ago
- Order Book and Trade Book, Realized Volatility, Random Forest☆13Oct 23, 2023Updated 3 years ago
- Visualization of vanilla options and exotics. BS Model for a vanilla option is used to describe the pay-off option.☆13May 19, 2020Updated 6 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- Katalog kurikulum FE, FHISIP, FST, dan FKIP Universitas Terbuka.☆12Mar 10, 2021Updated 5 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 3 years ago
- A Clojure library for deconstructing Korean unicode syllable characters into alphabet characters☆10Nov 22, 2021Updated 4 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- A Python-based experimental framework for interacting with World of Warcraft (3.3.5a - 12340 client) memory to monitor game state and pot…☆15Apr 16, 2025Updated last year
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Nonparametric Bayesian volatility learning under microstructure noise☆11Mar 31, 2024Updated 2 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- Optitrader is an open-source Python repository for portfolio optimization and quantitative finance, with embedded trading support using A…☆12Dec 1, 2025Updated 10 months ago
- Order Book Imbalance trading strategy☆12Nov 21, 2022Updated 3 years ago
- MySQL Query MCP server for AI assistants - execute read-only MySQL queries☆13Aug 6, 2026Updated 2 months ago
- Script to generate the S&P 500 current Gamma Exposure☆42Nov 11, 2024Updated last year
- Streamlit app showing state to state migration☆18Sep 11, 2022Updated 4 years ago
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Jul 10, 2021Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- PCB-2.0-YOLOV8-STREAMLIT is app build to detect six types of defects in printed circuit boards (PCBs) using the YOLOv8 object detection m…☆28Sep 20, 2024Updated 2 years ago
- Trend trading model in the financial market using machine learning algorithms. The machine learning algorithm predicts the result of the …☆13Feb 13, 2025Updated last year
- html parser in lua☆12Jan 28, 2026Updated 9 months ago
- a minimal automated trader for American stock using official Interactive Brokers python API (ibapi)☆29Jun 7, 2019Updated 7 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- Options Analyzer 2.0☆22Dec 8, 2022Updated 3 years ago
- Case Studies in Finance: Stock Price Valuation using Black-Scholes using Brownian Motions, Investment Project comparing Stocks and Bonds,…☆19Feb 26, 2021Updated 5 years ago