GrovesD2 / market_monitor_trend_dashLinks
☆14Updated last year
Alternatives and similar repositories for market_monitor_trend_dash
Users that are interested in market_monitor_trend_dash are comparing it to the libraries listed below
Sorting:
- Source Codes for "Contrarian Trading Strategies in Python"☆77Updated 2 years ago
- ☆42Updated 2 years ago
- ☆40Updated 4 years ago
- ☆64Updated 2 years ago
- Official Repository☆126Updated 3 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Collection of indicators that I used in my strategies.☆57Updated 4 months ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆37Updated last year
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 5 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆52Updated 3 years ago
- ☆16Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆67Updated 4 years ago
- Options Trader written in Python based off the ib_insync library.☆59Updated last year
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 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…☆16Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- ☆25Updated 7 years ago
- Algorithms to build Support and Resistance Lines in Financial Series☆18Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆64Updated 5 years ago
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆41Updated 2 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆57Updated 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 last year
- ☆57Updated 7 months ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- ☆31Updated 2 years ago