Alternatives and similar repositories for cot_reports

Users that are interested in cot_reports are comparing it to the libraries listed below

• hashABCD / opstrat
  Option visualization python package
  ☆157Updated last year
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆143Updated 11 months ago
• bfolkens / py-market-profile
  A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.
  ☆385Updated 2 years ago
• sofienkaabar / trend-following-strategies
  Official Repository
  ☆130Updated 4 years ago
• matthewgilbert / blp
  Pythonic interface for Bloomberg Open API
  ☆138Updated 2 weeks ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆140Updated 3 months ago
• sofienkaabar / the-book-of-trading-strategies
  Source Codes for the Book of Trading Strategies
  ☆181Updated 3 years ago
• sirnfs / OptionSuite
  Option and stock backtester / live trader
  ☆276Updated 11 months ago
• Lumiwealth / quantstats_lumi
  ☆146Updated last week
• Matteo-Ferrara / gex-tracker
  Dealers' gamma exposure (GEX) tracker
  ☆161Updated 2 years ago
• PythonForForex / Interactive-brokers-python-api-guide
  The code used for the article "Interactive Brokers Python API (Native) – A Step-by-step Guide" on the AlgoTrading101 Blog
  ☆246Updated 2 years ago
• vollib / py_vollib
  ☆366Updated last year
• leosmigel / analyzingalpha
  ☆511Updated 2 years ago
• fja05680 / pinkfish
  A backtester and spreadsheet library for stocks and ETFs
  ☆291Updated 6 months ago
• PythonForForex / ib_insync-guide-interactive-brokers
  A guide to using the Interactive Brokers API with the Python ib_insync library
  ☆88Updated 3 years ago
• rgaveiga / optionlab
  A Python library for evaluating option trading strategies.
  ☆442Updated 7 months ago
• quantbelt / jupyter-quant
  A dockerized Jupyter quant research environment.
  ☆221Updated this week
• beinghorizontal / tpo_project
  Visualisation for auction market theory with live charts
  ☆126Updated 5 years ago
• chrism2671 / PyTrendFollow
  PyTrendFollow - systematic futures trading using trend following
  ☆430Updated 7 years ago
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆312Updated 9 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆161Updated 2 weeks ago
• financialnoob / pairs_trading
  experiments with pair trading
  ☆325Updated 11 months ago
• psemdel / py-trading-bot
  Trading-bot in python using django, vertorbt lib and interactive-brokers
  ☆179Updated last year
• LautaroParada / eod-data
  SDK for the EOD Historical data API
  ☆99Updated last year
• Jake0303 / InteractiveBrokersPythonBot
  ☆118Updated 4 years ago
• mattsta / ib_insync
  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 …
  ☆97Updated last year
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆74Updated 2 years ago
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆369Updated 2 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆69Updated 4 years ago
• areed1192 / tradestation-python-api
  A Python Client library for the TradeStation API.
  ☆115Updated 4 years ago