aaguiar10 / gflows
View the exposures of four option greeks—delta, gamma, vanna, and charm—for stocks & indexes
☆72Updated last month
Alternatives and similar repositories for gflows:
Users that are interested in gflows are comparing it to the libraries listed below
- Dealers' gamma exposure (GEX) tracker☆130Updated 2 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆129Updated 5 years ago
- Options Trader written in Python based off the ib_insync library.☆48Updated last year
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆130Updated 4 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆118Updated 2 years ago
- Official Repository☆124Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆61Updated 3 years ago
- Source Codes for the Book of Trading Strategies☆172Updated 3 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆127Updated 2 years ago
- Some notebooks with powerful trading strategies.☆89Updated 4 years ago
- ☆58Updated 2 years ago
- ☆74Updated 10 months ago
- Code and data for my blogs☆92Updated 4 years ago
- Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time seri…☆106Updated 3 years ago
- CS7641 Team project☆94Updated 4 years ago
- integrate backtrader with interactive brokers☆45Updated 3 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆75Updated last year
- Pair Trading Strategy using Machine Learning written in Python☆116Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 8 months ago
- Option visualization python package☆150Updated last year
- A Collection of public tutorials published in the qubitquants.pro blog☆66Updated 2 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆53Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 4 years ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆64Updated last year
- Visualisation for auction market theory with live charts☆123Updated 4 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆96Updated 2 years ago
- ☆35Updated 3 years ago
- Quantopian Pairs Trading algorithm implementation.☆58Updated 7 years ago
- A guide to using the Interactive Brokers API with the Python ib_insync library☆86Updated 3 years ago