aouyang1 / FuturesLinks
Futures trading database/backtester/analysis
☆19Updated 6 years ago
Alternatives and similar repositories for Futures
Users that are interested in Futures are comparing it to the libraries listed below
Sorting:
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 7 years ago
- Code for getting implied volatility in Python☆26Updated 8 years ago
- ☆25Updated 7 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆17Updated 9 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Tools to record real-time option chains, get historical data, interact with IB TWS API.☆18Updated 11 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 years ago
- A python script to download daily futures market data from Interactive Brokers using IbPy☆29Updated 7 years ago
- a new simulator for statistical arbitrage☆15Updated 10 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆58Updated 3 years ago
- Makes daytrades using the TD Ameritrade API☆20Updated 6 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 7 years ago
- ☆24Updated 9 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago
- Multi Strategy Trading Algorithm☆48Updated 8 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with …☆15Updated 8 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 10 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- finance☆43Updated 8 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆36Updated 9 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago