StuartFarmer / portwineLinks
A simple, extendable, and clean backtesting framework for portfolio allocation problems (and more).
☆64Updated 3 weeks ago
Alternatives and similar repositories for portwine
Users that are interested in portwine are comparing it to the libraries listed below
Sorting:
- Dealers' gamma exposure (GEX) tracker☆150Updated 2 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆135Updated last month
- Visualisation for auction market theory with live charts☆123Updated 5 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆129Updated last year
- Official Repository☆128Updated 3 years ago
- Option and stock backtester / live trader☆271Updated 9 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆68Updated 4 years ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆68Updated last year
- To classify trades into buyer- and seller-initiated.☆151Updated 2 years ago
- Simple backtesting software for options☆187Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆137Updated 9 months ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆71Updated last year
- Option visualization python package☆155Updated last year
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆188Updated last year
- A dockerized Jupyter quant research environment.☆211Updated this week
- Source Codes for the Book of Trading Strategies☆178Updated 3 years ago
- Options Trader written in Python based off the ib_insync library.☆59Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆146Updated 4 years ago
- Andreas Clenow - Stocks on the Move☆38Updated 2 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 …☆54Updated last year
- 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
- A python library for computing technical analysis indicators on streaming data.☆130Updated 4 months ago
- Forex & Equities Trading Strategies using Machine Learning, Deep Learning and Statistical Techniques☆105Updated 6 years ago
- Get meaningful OHLCV datasets☆89Updated this week
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆169Updated last year
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆67Updated 5 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆83Updated 2 years ago