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.
☆14Updated 3 years ago
Alternatives and similar repositories for robotRay:
Users that are interested in robotRay are comparing it to the libraries listed below
- 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
- 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
- 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
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆17Updated 5 years ago
- Dispersion Trading using Options☆32Updated 8 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Simulation of delta hedging☆17Updated 4 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 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
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆15Updated 2 years ago
- Option Strategy for Futures☆14Updated 4 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Options Trader written in Python based off the ib_insync library.☆51Updated last year
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 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
- This repository consists several bots encoding various algorithmic trading strategies. The aim here is for absolute beginners in stock tr…☆27Updated 4 years ago
- Algorithms to build Support and Resistance Lines in Financial Series☆18Updated 4 years ago
- Different quantitative trading models research☆52Updated 4 months ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- ☆24Updated 6 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆16Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆60Updated 2 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆52Updated 4 years ago
- AlgoTrading101 Interactive Brokers Course ib_insync☆19Updated 3 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 model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆25Updated 4 years ago