RupertDodkins / options_backtestLinks
☆20Updated last year
Alternatives and similar repositories for options_backtest
Users that are interested in options_backtest are comparing it to the libraries listed below
Sorting:
- ☆61Updated 2 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Implements different approaches to tactical and strategic asset allocation☆36Updated 5 months ago
- ☆40Updated 4 years ago
- ☆41Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Dispersion Trading using Options☆33Updated 8 years ago
- ☆75Updated last year
- Official Repository☆125Updated 3 years ago
- Andreas Clenow - Stocks on the Move☆34Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆16Updated last year
- A Collection of public tutorials published in the qubitquants.pro blog☆69Updated 2 years ago
- This repository houses all source code, Jupyter Notebooks and related materials necessary to follow and collaborate on Quant Research con…☆30Updated 3 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆16Updated 3 years ago
- integrate backtrader with interactive brokers☆45Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆58Updated 6 years ago
- ☆22Updated 2 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆34Updated 5 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆35Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆65Updated 10 months ago
- ☆49Updated 4 months ago
- Tools to work with Interactive Brokers using ib_insync☆21Updated 4 months ago
- Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API☆37Updated 2 years ago
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆39Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Pyquant - Python modules and notebooks for stock market predictive analytics, machine learning, financial transformations and joins, plot…☆37Updated 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
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Transform Tick Data into OHLCV Renko Dataframe!☆32Updated last year