NDelventhal / cot_reports
cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, T…
☆141Updated 9 months ago
Alternatives and similar repositories for cot_reports:
Users that are interested in cot_reports are comparing it to the libraries listed below
- Dealers' gamma exposure (GEX) tracker☆116Updated last year
- Option and stock backtester / live trader☆247Updated last month
- Source Codes for the Book of Trading Strategies☆167Updated 2 years ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆192Updated last week
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆123Updated 3 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆345Updated 9 months ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆134Updated last year
- experiments with pair trading☆275Updated last month
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆121Updated 5 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆175Updated 11 months ago
- Option visualization python package☆145Updated last year
- Collection of resources used on QuantPy YouTube channel.☆184Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆239Updated last week
- Analysis of financial instruments☆67Updated this week
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆213Updated 6 years ago
- CS7641 Team project☆93Updated 4 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆57Updated 3 years ago
- Visualisation for auction market theory with live charts☆120Updated 4 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆112Updated 2 years ago
- ☆113Updated 2 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆125Updated last month
- Macrosynergy Quant Research☆113Updated this week
- The Official Repository of Mastering Financial Pattern Recognition☆133Updated 2 years ago
- Research Repo (Archive)☆70Updated 4 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆150Updated 2 weeks ago
- A python application used to interact with the Interactive Brokers REST API.☆95Updated last year
- A guide to using the Interactive Brokers API with the Python ib_insync library☆83Updated 2 years ago
- ☆82Updated 2 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆124Updated 2 years ago
- Trading-bot in python using django, vertorbt lib and interactive-brokers☆170Updated 5 months ago