Quantreo / Algorithmic-trading-using-PRICE-ACTION-strategies
☆37Updated 3 years ago
Alternatives and similar repositories for Algorithmic-trading-using-PRICE-ACTION-strategies:
Users that are interested in Algorithmic-trading-using-PRICE-ACTION-strategies are comparing it to the libraries listed below
- ☆33Updated 3 years ago
- ☆71Updated 3 years ago
- ☆22Updated 2 years ago
- ☆23Updated 10 months ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Options Trader written in Python based off the ib_insync library.☆46Updated last year
- ☆24Updated 2 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆51Updated 2 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- ☆19Updated 3 years ago
- Official Repository☆123Updated 3 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 7 months ago
- Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API☆36Updated 2 years ago
- ☆74Updated 9 months ago
- A Collection of public tutorials published in the qubitquants.pro blog☆65Updated last year
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆37Updated 2 years ago
- A python script that estimates the support and resistance lines of a stock's prices or a period☆73Updated 4 years ago
- ☆84Updated 2 years ago
- Some notebooks with powerful trading strategies.☆87Updated 4 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆31Updated last year
- Dispersion Trading using Options☆32Updated 7 years ago
- Different quantitative trading models research☆52Updated 3 months ago
- ☆58Updated last year
- A financial trading method using machine learning.☆60Updated last year
- File repository for ATJ Live Stream☆59Updated 4 months ago
- ☆24Updated 6 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆76Updated 2 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆50Updated 4 years ago
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- Python library - detection of support and resistance trendlines for technical analysis. With tuning parameters and plotting capabilities☆89Updated 4 months ago