bigdavediode / Option-Greeks

Related projects: ⓘ

• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆27Updated 3 years ago
• MislavSag / trademl
  The goal of the project is to build algorithmic trading system.
  ☆25Updated 3 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆36Updated 3 years ago
• quantrocket-llc / zipline-extensions
  Zipline Extensions for QuantRocket
  ☆18Updated 4 years ago
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆34Updated 2 years ago
• peerchemist / finta_backtest
  Framework for backtesting trading strategies in Python, based on the finta library.
  ☆27Updated 4 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆62Updated 5 years ago
• alphaville76 / sharadar_db_bundle
  ☆12Updated 3 months ago
• femtotrader / pythalesians
  Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…
  ☆26Updated 8 years ago
• westonplatter / portfolio_management
  Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).
  ☆15Updated 2 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆20Updated last month
• linhnguyen215538 / Volatility-Study
  • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…
  ☆43Updated 3 years ago
• westonplatter / finx-option-pricer
  ☆23Updated this week
• BlackArbsCEO / option_skew_project_public
  ☆32Updated 6 years ago
• ejpjapan / opt_trade
  Volatility trading
  ☆20Updated 3 weeks ago
• GBERESEARCH / volvisualizer
  Extract and visualize implied volatility from option chain data
  ☆28Updated 2 months ago
• lineojcd / Order-Imbalance-Strategy
  for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)
  ☆13Updated 4 years ago
• pbharrin / alpha-compiler
  ☆44Updated 3 months ago
• ScrapeWithYuri / pairstrade-fyp-2019
  ☆23Updated this week
• aouyang1 / Futures
  Futures trading database/backtester/analysis
  ☆19Updated 5 years ago
• dougransom / vix_utils
  vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …
  ☆47Updated 3 months ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆56Updated last year
• spawnaga / Tensorflow_reinforcement_learning_trade_-ES_Options
  trade ES Futures Options
  ☆30Updated 3 years ago
• ldt9 / PyOptionTrader
  Options Trader written in Python based off the ib_insync library.
  ☆25Updated last year
• aconstandinou / pairs-trading-equities
  ☆23Updated 6 years ago
• portfolioplus / pystockfilter
  Financial technical and fundamental analysis indicator library for pystockdb.
  ☆32Updated 7 months ago
• sagarrathi / AlgoTrading
  This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive …
  ☆60Updated 3 years ago
• samuelfu / TradingBot
  MIT Trading Competition algorithmic trading of options and securities
  ☆41Updated 5 years ago
• ranaroussi / pytrade
  ☆42Updated this week
• stefan-jansen / empyrical-reloaded
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆46Updated last month