chicago-joe / InteractiveBrokers-PairsTrading-AlgoLinks
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
☆91Updated last month
Alternatives and similar repositories for InteractiveBrokers-PairsTrading-Algo
Users that are interested in InteractiveBrokers-PairsTrading-Algo are comparing it to the libraries listed below
Sorting:
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Options Trader written in Python based off the ib_insync library.☆55Updated last year
- Example of adaptive trend following strategy based on Renko☆120Updated 6 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆118Updated 4 months ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- btconfig provides a simple way to initialize a strategy using config files with additional features.☆40Updated 11 months ago
- algo trading backtesting on BitMEX☆78Updated last year
- ☆126Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆62Updated 5 years ago
- Several python based Algos for algorythmic trading formerly on the Quantopian platform☆49Updated 4 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆59Updated 5 years ago
- Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time seri…☆109Updated 4 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆123Updated 3 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆133Updated 6 months ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆58Updated 2 years ago
- Some notebooks with powerful trading strategies.☆92Updated 4 years ago
- This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive …☆68Updated 4 years ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆55Updated 2 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- ☆24Updated 6 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆64Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆122Updated 3 years ago
- QSTrader☆132Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Elliot Wave Analyzer for OHLC data☆77Updated 6 years ago