Matteo-Ferrara / gex-trackerLinks
Dealers' gamma exposure (GEX) tracker
☆143Updated 2 years ago
Alternatives and similar repositories for gex-tracker
Users that are interested in gex-tracker are comparing it to the libraries listed below
Sorting:
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆133Updated 5 years ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆267Updated 5 months ago
- Source Codes for the Book of Trading Strategies☆176Updated 3 years ago
- Option and stock backtester / live trader☆263Updated 7 months ago
- Option visualization python package☆154Updated last year
- View the exposures of four option greeks—delta, gamma, vanna, and charm—for stocks & indexes☆77Updated 3 weeks ago
- Official Repository☆126Updated 3 years ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆161Updated last year
- A guide to using the Interactive Brokers API with the Python ib_insync library☆87Updated 3 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆138Updated 4 years ago
- ☆101Updated 2 months ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆79Updated 2 years ago
- experiments with pair trading☆304Updated 7 months ago
- ☆117Updated 4 years ago
- Trading Pattern Scanner Identifies complex patterns like head and shoulder, wedge and many more.☆232Updated last year
- Option Calculator using Black-Scholes model and Binomial model☆170Updated 5 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆375Updated last year
- Simple backtesting software for options☆182Updated 11 months ago
- ☆342Updated last year
- Automatically identifies support and resistance lines on a stock chart using reversal points, displays candlestick chart.☆301Updated 2 years ago
- A dockerized Jupyter quant research environment.☆199Updated this week
- Options Trader written in Python based off the ib_insync library.☆57Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆135Updated 7 months ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆166Updated 2 years ago
- Trading-bot in python using django, vertorbt lib and interactive-brokers☆175Updated 10 months ago
- Visualisation for auction market theory with live charts☆124Updated 4 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆308Updated 4 months ago
- ☆500Updated last year
- A ThinkScript Chart Study for the Options Chain☆52Updated 2 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆386Updated this week