StuartFarmer / portwineLinks
A simple, extendable, and clean backtesting framework for portfolio allocation problems (and more).
☆62Updated last week
Alternatives and similar repositories for portwine
Users that are interested in portwine are comparing it to the libraries listed below
Sorting:
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆135Updated last month
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆125Updated last year
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago
- To classify trades into buyer- and seller-initiated.☆148Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆69Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆67Updated 4 years ago
- Macrosynergy Quant Research☆153Updated last week
- Source Codes for the Book of Trading Strategies☆177Updated 3 years ago
- Official Repository☆128Updated 3 years ago
- Option visualization python package☆155Updated last year
- Simple backtesting software for options☆185Updated last year
- ☆214Updated 7 years ago
- Option and stock backtester / live trader☆269Updated 8 months ago
- An event-driven backtester☆109Updated 5 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆78Updated 2 years ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆24Updated 8 months ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 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 …☆52Updated last year
- Dealers' gamma exposure (GEX) tracker☆149Updated 2 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆58Updated 2 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆37Updated 2 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆73Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆171Updated 2 weeks ago
- ☆145Updated 3 weeks ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆168Updated last year
- The Official Repository of Mastering Financial Pattern Recognition☆149Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆146Updated 4 years ago
- Visualisation for auction market theory with live charts☆123Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆137Updated 9 months ago
- Research Repo (Archive)☆75Updated 4 years ago