PaulMest / tia
Toolkit for integration and analysis
☆26Updated 2 years ago
Alternatives and similar repositories for tia:
Users that are interested in tia are comparing it to the libraries listed below
- Bloomberg Open API with pandas☆102Updated 3 years ago
- Simple Python wrapper for the Python Open Bloomberg API☆104Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- A research/testing tool for stock trading strategies☆33Updated 7 years ago
- ☆55Updated 8 months ago
- Python tools to quantitatively manage financial risk☆66Updated 5 years ago
- Python Code for Option Analysis☆44Updated 6 years ago
- An event-based backtester written in Python for algorithmic trading.☆44Updated 7 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆34Updated 6 years ago
- IbPy-like interface for the Interactive Brokers Python API☆59Updated last year
- Python Bloomberg API and Pandas Wrapper☆51Updated 5 years ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- Monkey patches to grease the Interactive Brokers Python API☆17Updated 6 years ago
- mongodb synchronous interaction with pyg☆13Updated 2 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- Python interface to Bloomberg COM APIs☆53Updated 10 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆127Updated 2 years ago
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆50Updated 10 months ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 11 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆61Updated 3 years ago
- Pythonic interface for Bloomberg Open API☆127Updated 2 months ago
- pandas wrapper for Bloomberg Open API☆245Updated 4 months ago
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆39Updated 7 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆118Updated 2 years ago
- Research and Backtests I have been working on...enjoy☆70Updated 4 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆130Updated 4 months ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆129Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago