Talha-Tariq / poptions
Custom Python code for calculating the Probability of Profit (POP) for options trading strategies using Monte Carlo Simulations. The Monte Carlo Simulation runs thousands of individual stock price simulations and uses the data from these simulations to average out a POP number.
☆56Updated 11 months ago
Alternatives and similar repositories for poptions:
Users that are interested in poptions are comparing it to the libraries listed below
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆71Updated last year
- Automated trading system for NOPE strategy over IBKR TWS☆31Updated 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 …☆49Updated 9 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆60Updated 3 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆51Updated 2 years ago
- Another trading algo!☆34Updated last year
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆125Updated 5 years ago
- btconfig provides a simple way to initialize a strategy using config files with additional features.☆40Updated 8 months ago
- integrate backtrader with interactive brokers☆43Updated 3 years ago
- An Interactive Brokers integration for Deephaven☆73Updated 6 months ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆130Updated 3 months ago
- A guide to using the Interactive Brokers API with the Python ib_insync library☆85Updated 2 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 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…☆56Updated 2 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆123Updated 3 years ago
- Interactive Brokers Fundamental data for humans☆57Updated 6 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆64Updated 2 years ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆40Updated this week
- Dealers' gamma exposure (GEX) tracker☆125Updated last year
- Option and stock backtester / live trader☆250Updated 3 months ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆125Updated 2 years ago
- Official Repository☆122Updated 3 years ago
- Options Trader written in Python based off the ib_insync library.☆45Updated last year
- This repository holds the code examples for implementing the Interactive Brokers API. More information can be found at the link:☆51Updated 4 years ago
- Python Code for Option Analysis☆43Updated 6 years ago
- Interactive Brokers TWS API -- Historical data downloader☆54Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- Visualisation for auction market theory with live charts☆122Updated 4 years ago