Piidas / Momentum-Trading-AssistantLinks
Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstation (TWS) in front of the screen during market opening hours, respectively to assist him during trading hours through order executions and the application of further individualized trading rules.
☆11Updated this week
Alternatives and similar repositories for Momentum-Trading-Assistant
Users that are interested in Momentum-Trading-Assistant are comparing it to the libraries listed below
Sorting:
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆14Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years 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
- High Frequency Market Making: Optimal Quoting☆14Updated 2 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- ☆24Updated 5 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- A Library for Algorithmic Trading with Alpaca in Python☆22Updated last year
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- Different quantitative trading models research☆55Updated last year
- a Python tool for downloading sharadar data from Quandl.☆10Updated 3 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 7 years ago
- ☆50Updated 2 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Updated 7 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆57Updated 4 years ago
- Extract and visualize implied volatility from option chain data☆47Updated 7 months ago
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- ☆66Updated last year
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆74Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- ☆17Updated last month
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- ☆41Updated 4 years ago
- ☆38Updated 4 years ago