Jenniferab32 / OptionAnalysis
Python Code for Option Analysis
☆43Updated 6 years ago
Alternatives and similar repositories for OptionAnalysis:
Users that are interested in OptionAnalysis are comparing it to the libraries listed below
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆124Updated 2 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆88Updated last year
- • 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
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Options Trader written in Python based off the ib_insync library.☆45Updated last year
- Dispersion Trading using Options☆32Updated 7 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- ☆24Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆51Updated 2 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆46Updated 4 years ago
- Stocks and options picking. Tries to contain predictive analytics, recommendations, and calculators.☆38Updated last year
- 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
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆67Updated 4 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆114Updated last month
- This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive …☆65Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆64Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 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
- Implementations of Leading Algorithms in Quantitative Finance☆46Updated 7 years ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆40Updated last week
- Visualization Tool for Deribit Options☆79Updated 4 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- integrate backtrader with interactive brokers☆43Updated 3 years ago
- Using the Zerodha KiteConnect API platform to build an algorithmic market/exchange trading program template.☆25Updated 6 years ago