camilo-rojas / robotRay
robotRay is a python robo trader bot for several strategies including: 1) naked puts based on a simple vega crush algo, 2) golden cross. With backtrading and automated notiifcations.
☆13Updated 3 years ago
Alternatives and similar repositories for robotRay:
Users that are interested in robotRay are comparing it to the libraries listed below
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆42Updated last month
- Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API☆36Updated 2 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- This project implements the following models to value options in Python: 1. Black-Scholes model 2. Bachelier model 3. Black76 model 4. Di…☆16Updated 6 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆17Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆89Updated last year
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆65Updated 2 years ago
- Dispersion Trading using Options☆32Updated 8 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Updated 3 years ago
- Market making strategies and scientific papers☆13Updated last year
- PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to f…☆19Updated 2 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API☆19Updated 5 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆16Updated 3 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆51Updated 4 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- ☆24Updated 6 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆12Updated last year
- Cornell Quant Fund 2022 Trading competition Options Case winner☆15Updated 2 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆56Updated 2 years ago
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆17Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago