实行gamma scalping策略时的期权组合选择工具
☆19Mar 10, 2019Updated 7 years ago
Alternatives and similar repositories for gammascalping
Users that are interested in gammascalping are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Gamma Scalping Trading Strategies☆28May 7, 2016Updated 10 years ago
- Option Strategy for Futures☆20Jul 29, 2020Updated 6 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Stock trading using timing strategy (股票的择时交易): mainly use short & long moving average of stock price and also analyze the performance of …☆12Feb 26, 2020Updated 6 years ago
- Binance Scalping Algo☆11Jan 9, 2019Updated 7 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- A Binance Futures trading and backteasting framework with Backtrader based on rodrigo-brito's backtrader-binance-bot☆23Dec 22, 2021Updated 4 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆39Mar 20, 2023Updated 3 years ago
- A Banknifty option buying bot☆12Dec 4, 2021Updated 4 years ago
- various valuation tools for financial derivatives☆11Nov 8, 2016Updated 9 years ago
- ☆10May 2, 2024Updated 2 years ago
- 跨品种套利(期货) ,期货的跨品种套利策略☆18Jan 31, 2018Updated 8 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Jul 18, 2020Updated 6 years ago
- ☆10Aug 9, 2022Updated 4 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆17Mar 21, 2019Updated 7 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.
- ☆11Mar 26, 2020Updated 6 years ago
- Final project of Topics in Quantitative Finance Summer 2020 in National School of Development, Peking University☆33Jan 2, 2021Updated 5 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆15Aug 28, 2022Updated 4 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆47Jul 14, 2024Updated 2 years ago
- Scalping day trading strategy☆48May 30, 2020Updated 6 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆27Dec 26, 2022Updated 3 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- Python code for a trading strategy based on time value performed in the SSE 50ETF option market.☆11Mar 30, 2022Updated 4 years ago
- the codes and some preliminary progress in the work of robust stochastic portfolio optimization☆11Oct 15, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Some Quant ideas in Backtrader☆12Jan 12, 2022Updated 4 years ago
- ☆12Mar 25, 2023Updated 3 years ago
- ☆13Jan 16, 2019Updated 7 years ago
- ☆11Mar 16, 2022Updated 4 years ago
- A Python tkinter project with sqlite. This Voting System helps to cast votes to candidates and view the poll results☆12Apr 19, 2021Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆89Jan 27, 2018Updated 8 years ago
- Algorithmic trading and backtests using backtrader☆13Nov 22, 2022Updated 3 years ago
- ☆31May 5, 2022Updated 4 years ago
- trade ES Futures Options☆35Nov 22, 2020Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Async integration between backtrader and Interactive brokers.☆79Feb 28, 2026Updated 8 months ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆16Dec 3, 2020Updated 5 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- ☆16Jul 17, 2020Updated 6 years ago
- 关于Multicharts程序化交易的基础代码(画图,交易,打印输出等)☆10May 21, 2019Updated 7 years ago
- This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf tradin…☆22May 19, 2021Updated 5 years ago
- Repository for simulation and estimation of CIR one factor model parameters☆12Mar 2, 2018Updated 8 years ago