auto-d1dact / spx_options_backtestingLinks
Python Scripts for Backtesting SPX Put Strategies Using Black-Scholes Proxies
☆12Updated 7 years ago
Alternatives and similar repositories for spx_options_backtesting
Users that are interested in spx_options_backtesting are comparing it to the libraries listed below
Sorting:
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- ☆41Updated 2 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆70Updated 2 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- ☆24Updated 6 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆16Updated last year
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Cloud-based algorithmic trading with Interactive Brokers☆54Updated 2 years ago
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆39Updated 2 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆14Updated last year
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- 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
- ☆62Updated 2 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆57Updated 2 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- Fetch data (futures, stock, coming next => options) from IBKR for local use.☆17Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Backtest result archive for Momentum Trading Strategies☆58Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆78Updated last week
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆17Updated 4 years ago
- System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack☆9Updated last year