NDelventhal / cot_reportsLinks
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…
☆172Updated last year
Alternatives and similar repositories for cot_reports
Users that are interested in cot_reports are comparing it to the libraries listed below
Sorting:
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆136Updated 2 months ago
- Option and stock backtester / live trader☆271Updated 10 months ago
- Dealers' gamma exposure (GEX) tracker☆151Updated 2 years ago
- Option visualization python package☆155Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆140Updated 10 months ago
- Source Codes for the Book of Trading Strategies☆179Updated 3 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆312Updated 7 months ago
- Official Repository☆129Updated 3 years ago
- ☆355Updated last year
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆381Updated last year
- A dockerized Jupyter quant research environment.☆216Updated this week
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆369Updated last year
- Visualisation for auction market theory with live charts☆125Updated 5 years ago
- PyTrendFollow - systematic futures trading using trend following☆423Updated 7 years ago
- Trading-bot in python using django, vertorbt lib and interactive-brokers☆178Updated last year
- experiments with pair trading☆319Updated 10 months ago
- ☆509Updated 2 years ago
- A Python library for evaluating option trading strategies.☆430Updated 5 months ago
- A Python Client library for the TradeStation API.☆114Updated 4 years ago
- Option Calculator using Black-Scholes model and Binomial model☆174Updated 5 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Updated 3 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆84Updated 2 years ago
- Python Options Pricing Library☆283Updated 4 years ago
- The code used for the article "Interactive Brokers Python API (Native) – A Step-by-step Guide" on the AlgoTrading101 Blog☆244Updated 2 years ago
- Macrosynergy Quant Research☆156Updated this week
- A guide to using the Interactive Brokers API with the Python ib_insync library☆88Updated 3 years ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆319Updated 8 months ago
- A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc☆259Updated last year
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆148Updated 4 years ago
- A backtester and spreadsheet library for stocks and ETFs☆289Updated 5 months ago