bigdavediode / Option-GreeksLinks
Wrapper for Davis' Edwards excellent options valuation python code
☆14Updated 7 years ago
Alternatives and similar repositories for Option-Greeks
Users that are interested in Option-Greeks are comparing it to the libraries listed below
Sorting:
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 4 months ago
- ☆16Updated 7 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆68Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆36Updated 3 years ago
- Collection of indicators that I used in my strategies.☆58Updated 6 months ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- btconfig provides a simple way to initialize a strategy using config files with additional features.☆40Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- ☆24Updated 5 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
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- Zipline Extensions for QuantRocket☆18Updated 5 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).☆15Updated 3 years ago
- Event-driven backtest/realtime quantitative trading system.☆76Updated 3 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆33Updated last year
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 5 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- integrate backtrader with interactive brokers☆49Updated 4 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆50Updated 5 years ago
- Example of order book modeling.☆58Updated 6 years ago
- This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive …☆73Updated 4 years ago
- Async integration between backtrader and Interactive brokers.☆73Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago