OptionsnPython / Option-strategies-backtesting-in-PythonLinks
Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
☆143Updated 4 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
Sorting:
- Source Codes for the Book of Trading Strategies☆176Updated 3 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆123Updated 3 years 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
- This repository have pyhton codes used in book - 'Python for Trading on Technical - A step towards systematic trading' by Authour Anjana …☆48Updated 4 years ago
- Option and stock backtester / live trader☆265Updated 7 months ago
- Official Repository☆126Updated 3 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Code and data for my blogs☆91Updated 4 years ago
- ☆213Updated 7 years ago
- An event-driven backtester☆107Updated 5 years ago
- Option Calculator using Black-Scholes model and Binomial model☆171Updated 5 years ago
- Visualisation for auction market theory with live charts☆124Updated 4 years ago
- Some notebooks with powerful trading strategies.☆95Updated 4 years ago
- Options Trader written in Python based off the ib_insync library.☆59Updated last year
- The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site an…☆97Updated 2 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆134Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Simple backtesting software for options☆184Updated 11 months ago
- experiments with pair trading☆310Updated 7 months ago
- ☆63Updated 2 years ago
- The Official Repository of Mastering Financial Pattern Recognition☆148Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆166Updated 5 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆120Updated 6 months ago
- Source Codes for "Contrarian Trading Strategies in Python"☆77Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 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
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆121Updated last year
- CS7641 Team project☆96Updated 5 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago