ShenJianWHy / VBA-Excel-Application-in-Financial-Modeling
VBA application for finance, portfolio and trading
☆15Updated 4 years ago
Alternatives and similar repositories for VBA-Excel-Application-in-Financial-Modeling:
Users that are interested in VBA-Excel-Application-in-Financial-Modeling are comparing it to the libraries listed below
- Options Trader written in Python based off the ib_insync library.☆39Updated last year
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆45Updated 4 years ago
- PYTHON CODE WALKTHROUGH Data Sourcing In order to run a discounted cash flow model (DCF), I needed data, so I found a free API that provi…☆20Updated 4 years ago
- ☆24Updated 6 years ago
- • 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
- Dispersion Trading using Options☆31Updated 7 years ago
- ☆23Updated 2 years ago
- ☆57Updated last year
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆34Updated 5 years ago
- Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API☆33Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- This project consists of custom built modelling frameworks for pricing equity assets. Through the project's evolution, the framework evol…☆11Updated 3 years ago
- Andreas Clenow - Stocks on the Move☆32Updated last year
- Quantitative Finance using python - Derivatives Pricing☆43Updated 6 years ago
- ScriptUni Python in Finance Certificate Final Project☆36Updated 2 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆46Updated 2 years ago
- Mean Reversion Trading Strategy☆20Updated 3 years ago
- Implements different approaches to tactical and strategic asset allocation☆29Updated last month
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 6 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- SOFR curve bootstrapping☆23Updated 4 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 3 years ago
- Full Python implementation of the Heston pricing algorithm developed in the article by Leif Anderson and Mark Lake in their article Robus…☆21Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆117Updated 3 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆43Updated 4 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 3 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
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago