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…
☆180Updated 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:
- Option visualization python package☆160Updated 2 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- Option and stock backtester / live trader☆281Updated last year
- Dealers' gamma exposure (GEX) tracker☆166Updated 2 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆145Updated last year
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆386Updated 2 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆146Updated 5 months ago
- Official Repository☆133Updated 4 years ago
- Trading-bot in python using django, vertorbt lib and interactive-brokers☆179Updated last week
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆315Updated 10 months ago
- A guide to using the Interactive Brokers API with the Python ib_insync library☆88Updated 3 years ago
- A dockerized Jupyter quant research environment.☆227Updated this week
- ☆373Updated last year
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆90Updated 2 years ago
- Visualisation for auction market theory with live charts☆127Updated 5 years ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆326Updated 11 months ago
- Macrosynergy Quant Research☆164Updated this week
- experiments with pair trading☆332Updated last year
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- The Official Repository of Mastering Financial Pattern Recognition☆156Updated 3 years ago
- PyTrendFollow - systematic futures trading using trend following☆436Updated 7 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆473Updated last week
- The code used for the article "Interactive Brokers Python API (Native) – A Step-by-step Guide" on the AlgoTrading101 Blog☆248Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆161Updated 4 years ago
- A backtester and spreadsheet library for stocks and ETFs☆292Updated 8 months ago
- A Python library for evaluating option trading strategies.☆464Updated 2 weeks ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆369Updated 2 years ago
- ☆513Updated 2 years ago
- A python library for computing technical analysis indicators on streaming data.☆140Updated 8 months ago
- Live upstream is now at https://github.com/ib-api-reloaded/ib_async; sadly, the orignial creator Ewald has died and now we must continue …☆98Updated last year