Alternatives and similar repositories for Options_Analyzer

Users that are interested in Options_Analyzer are comparing it to the libraries listed below

• EazyDuz1t / EzOptions
  Ez Options - Real Time Stock Options Data Analysis
  ☆31Updated 2 months ago
• 2187Nick / tos-streamlit-dashboard
  ☆39Updated 4 months ago
• tifoji / pyrtdc
  Python Client for RealTimeData
  ☆23Updated 2 months ago
• quantgalore / selling-volatility
  A System for Selling 0-DTE SPX Options
  ☆19Updated 10 months ago
• sap215 / ETFConstituentExtractor
  This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.
  ☆23Updated 5 months ago
• aaguiar10 / gflows
  View the exposures of four option greeks—delta, gamma, vanna, and charm—for stocks & indexes
  ☆76Updated last week
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆118Updated last year
• GBERESEARCH / volvisualizer
  Extract and visualize implied volatility from option chain data
  ☆39Updated 3 weeks ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆132Updated 5 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 5 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆41Updated 2 years ago
• sap215 / StatArbPairsTrading
  This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…
  ☆66Updated last year
• quantgalore / volatility-trading
  System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack
  ☆9Updated last year
• Matteo-Ferrara / gex-tracker
  Dealers' gamma exposure (GEX) tracker
  ☆140Updated 2 years ago
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆48Updated last year
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆70Updated 2 years ago
• gty3 / dom-replay
  ☆42Updated 9 months ago
• tschm / cs
  my talk for credit suisse
  ☆38Updated this week
• tiagosiebler / orderflow
  Crypto Exchange Orderflow Service for Building Footprint Candles
  ☆42Updated 2 months ago
• 10mohi6 / stock-pairs-trading-python
  stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
  ☆37Updated last year
• alexbotsula / Price_direction_forecast
  ☆45Updated 6 years ago
• lowQuant / IB-Multi-Strategy-ATS
  An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.
  ☆17Updated 8 months ago
• gingfacekillah / Financial-Modelling-in-R
  A collection of scripts for modelling financial markets & options in R.
  ☆55Updated 5 months ago
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆36Updated last year
• 0xFaust12 / alt_data_factor_research
  ☆48Updated 8 months ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆75Updated 7 years ago
• srlcarlg / renkodf
  Transform Tick Data into OHLCV Renko Dataframe!
  ☆32Updated last year
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆27Updated 3 years ago
• wangys96 / SVI-Volatility-Surface-Calibration
  SVI volatility surface model and an example of China 50ETF option
  ☆75Updated 5 years ago