alphaville76 / sharadar_db_bundle

Related projects ⓘ

Alternatives and complementary repositories for sharadar_db_bundle

• neilsmurphy / sharadar-download-manager
  a Python tool for downloading sharadar data from Quandl.
  ☆10Updated last year
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆15Updated last year
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆24Updated 3 months ago
• PanPip / research
  Contains all the Jupyter Notebooks used in our research
  ☆14Updated 4 years ago
• nathanramoscfa / pyfinlab
  Financial applications focusing on portfolio management for Python
  ☆16Updated last year
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆36Updated 4 years ago
• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆27Updated 3 years ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆36Updated 3 years ago
• auto-d1dact / spx_options_backtesting
  Python Scripts for Backtesting SPX Put Strategies Using Black-Scholes Proxies
  ☆13Updated 6 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• cuemacro / FinancePy
  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
• westonplatter / portfolio_management
  Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).
  ☆15Updated 2 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆20Updated last year
• PaiViji / PythonFinance--Portfolio-Rebalancing-using-Metaheuristics
  Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics
  ☆11Updated 3 years ago
• aconstandinou / mean-reversion
  Various python scripts to introduce mean reversion concepts.
  ☆21Updated 6 years ago
• webn3ewbie / Economic-Data-Terminal
  ☆23Updated last year
• satyapravin / StructuralEntropy
  Hedge long only portfolio using structural entropy
  ☆15Updated 2 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆22Updated 4 years ago
• financialnoob / crypto
  experiments with crypto trading
  ☆16Updated 3 months ago
• LautaroParada / variance-test
  Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street
  ☆13Updated last year
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆50Updated 9 months ago
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆44Updated last year
• sebjai / Portfolio-Wasserstein-Ball
  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…
  ☆12Updated last year
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆28Updated 10 months ago
• GBERESEARCH / volvisualizer
  Extract and visualize implied volatility from option chain data
  ☆31Updated 4 months ago
• linhnguyen215538 / Volatility-Study
  • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…
  ☆44Updated 3 years ago
• aconstandinou / pairs-trading-equities
  ☆23Updated 6 years ago
• shuangology / Machine-Learning-for-Asset-Managers
  Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.
  ☆13Updated 4 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆12Updated 4 years ago