RWLab / rwPtools
RobotWealth Python Tools
☆13Updated last year
Related projects: ⓘ
- R Tools For Working In The Lab☆15Updated 2 months ago
- ☆69Updated 5 months ago
- Simple Risk Premia Strategy☆32Updated 3 years ago
- A Zorro logging framework☆21Updated last year
- Python utility automation scripts for Barchart.com☆24Updated 3 weeks ago
- Quantamental finance research with python☆130Updated 2 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆108Updated 7 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆43Updated last year
- some zipline data bundles☆53Updated 8 months ago
- Files related to VIX Futures ETPs☆19Updated 3 years ago
- A trading bot utilized on the TD Ameritrade platform written in python and utilizing tda-api API.☆52Updated 3 years ago
- Dealers' gamma exposure (GEX) tracker☆92Updated last year
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆51Updated 2 years ago
- A collection of scripts for modelling financial markets & options in R.☆37Updated last month
- ☆75Updated 2 years ago
- Macrosynergy Quant Research☆84Updated this week
- An event-driven backtester☆87Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆71Updated 6 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 …☆47Updated 3 months ago
- Automated trading system for NOPE strategy over IBKR TWS☆30Updated 3 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆114Updated 4 years ago
- ☆62Updated this week
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆32Updated 5 years ago
- quantitative - Quantitative finance back testing library☆62Updated 5 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆50Updated last year
- ☆23Updated this week
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆111Updated 3 years ago
- ☆23Updated last year
- Visualisation for auction market theory with live charts☆116Updated 4 years ago
- Converting TradingView PineScript Alerts into Interactive Brokers Orders☆50Updated 2 months ago