Nikkitaseth / ProjectAlphaLinks
PYTHON CODE WALKTHROUGH Data Sourcing In order to run a discounted cash flow model (DCF), I needed data, so I found a free API that provided us with everything I needed. I wrote a code that saved every financial statement of every company in a separate text file. In this code, I asked to ping the API’s URL for every ticker, open a text file for …
☆23Updated 5 years ago
Alternatives and similar repositories for ProjectAlpha
Users that are interested in ProjectAlpha are comparing it to the libraries listed below
Sorting:
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Design your own Trading Strategy☆39Updated last year
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆38Updated 2 months ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- ☆25Updated 7 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆16Updated 4 years ago
- Python Code for Option Analysis☆45Updated 6 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- This repository have pyhton codes used in book - 'Python for Trading on Technical - A step towards systematic trading' by Authour Anjana …☆49Updated 4 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆49Updated 5 years ago
- Python code given in book Trading Pairs by Anjana Gupta.☆22Updated 4 years ago
- applications for risk management through computational portfolio construction methods☆44Updated 5 years ago
- ☆24Updated 2 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Tool that fetches company data, statistics, and financials for valuation and analysis, and then performs automated valuation analysis.☆23Updated 5 years ago
- Different quantitative trading models research☆54Updated 10 months ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- ☆38Updated 3 years ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Updated 6 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- ☆65Updated 2 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago