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…
☆165Updated 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:
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆136Updated 8 months ago
- Option visualization python package☆155Updated last year
- ☆144Updated 2 months ago
- Dealers' gamma exposure (GEX) tracker☆147Updated 2 years ago
- Source Codes for the Book of Trading Strategies☆176Updated 3 years ago
- Official Repository☆126Updated 3 years ago
- ☆347Updated last year
- tpqoa is a Python wrapper package for the Oanda REST API v20 for algorithmic trading.☆182Updated 2 years ago
- Visualisation for auction market theory with live charts☆124Updated 4 years ago
- A guide to using the Interactive Brokers API with the Python ib_insync library☆88Updated 3 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- Option and stock backtester / live trader☆267Updated 7 months ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆134Updated last week
- A dockerized Jupyter quant research environment.☆206Updated this week
- experiments with pair trading☆311Updated 7 months ago
- A backtester and spreadsheet library for stocks and ETFs☆288Updated 2 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆188Updated last year
- ☆117Updated 4 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆82Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆143Updated 4 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆308Updated 5 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 …☆96Updated last year
- The code used for the article "Interactive Brokers Python API (Native) – A Step-by-step Guide" on the AlgoTrading101 Blog☆240Updated 2 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆154Updated 11 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆66Updated 4 years ago
- Macrosynergy Quant Research☆149Updated last week
- Examples for using Interactive Brokers API with ib_insync☆134Updated 4 years ago
- A Python library for evaluating option trading strategies.☆405Updated 3 months ago
- SDK for the EOD Historical data API☆96Updated last year
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆376Updated last year