OptionsnPython / Option-strategies-backtesting-in-Python
Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
☆126Updated 3 years ago
Alternatives and similar repositories for Option-strategies-backtesting-in-Python:
Users that are interested in Option-strategies-backtesting-in-Python are comparing it to the libraries listed below
- This repository have pyhton codes used in book - 'Python for Trading on Technical - A step towards systematic trading' by Authour Anjana …☆45Updated 3 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆113Updated 2 years ago
- Code and data for my blogs☆92Updated 3 years ago
- Source Codes for the Book of Trading Strategies☆169Updated 2 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆59Updated 3 years ago
- Notebook for 19 January PyData Singapore Meetup☆26Updated 9 years ago
- The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site an…☆96Updated 2 years ago
- CS7641 Team project☆93Updated 4 years ago
- Official Repository☆119Updated 3 years ago
- Option visualization python package☆146Updated last year
- Hypothesis Testing 01 - Straddle☆102Updated last year
- Dealers' gamma exposure (GEX) tracker☆118Updated last year
- Option and stock backtester / live trader☆248Updated 2 months ago
- ☆57Updated last year
- Options Trader written in Python based off the ib_insync library.☆43Updated last year
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆125Updated 2 years ago
- The Official Repository of Mastering Financial Pattern Recognition☆134Updated 2 years ago
- A collection of notebooks I used in my Medium articles.☆136Updated 2 years ago
- LSTM model for Nifty - trained and tested from last 15 years (with all technical indicators and other key parameters)☆17Updated 5 years ago
- Option Calculator using Black-Scholes model and Binomial model☆166Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- ☆135Updated last month
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆123Updated 5 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆67Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆128Updated 6 years ago
- integrate backtrader with interactive brokers☆43Updated 3 years ago
- Some notebooks with powerful trading strategies.☆87Updated 4 years ago
- Repository of demo strategies for the Blueshift platform☆167Updated last year
- Dispersion Trading using Options☆32Updated 7 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆75Updated 2 years ago