Roshanmahes / Quant-Finance
Some notebooks with powerful trading strategies.
☆86Updated 3 years ago
Alternatives and similar repositories for Quant-Finance:
Users that are interested in Quant-Finance are comparing it to the libraries listed below
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆120Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆56Updated 3 years ago
- Source Codes for the Book of Trading Strategies☆166Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆69Updated 6 years ago
- Code and data for my blogs☆92Updated 3 years ago
- Official Repository☆117Updated 3 years ago
- Option visualization python package☆145Updated last year
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆121Updated 3 years ago
- The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site an…☆96Updated last year
- integrate backtrader with interactive brokers☆43Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 4 years ago
- ☆57Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆74Updated 6 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆70Updated 4 years ago
- CS7641 Team project☆92Updated 4 years ago
- ☆73Updated 7 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆61Updated 4 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆87Updated last year
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆45Updated last year
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆93Updated 8 months ago
- Visualisation for auction market theory with live charts☆121Updated 4 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆112Updated 2 years ago
- Research Repo (Archive)☆70Updated 4 years ago
- A python library for computing technical analysis indicators on streaming data.☆82Updated last month
- Python Implementations of popular Algorithmic Trading Strategies☆112Updated 2 years ago