chrischow / open_options_chains
A data pipeline solution for collecting options data at scale.
☆16Updated last year
Related projects ⓘ
Alternatives and complementary repositories for open_options_chains
- Time Series Prediction of Volume in LOB☆53Updated 7 months ago
- Delta hedging under SABR model☆19Updated 6 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆59Updated 4 years ago
- Real-time & historical data API for US stocks and options☆58Updated 4 months ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆66Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆87Updated 6 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆112Updated 10 months ago
- Modelling the implicit volatility, using multi-factor statistical models.☆12Updated 4 months ago
- Research Repo (Archive)☆69Updated 4 years ago
- Extract and visualize implied volatility from option chain data☆31Updated 4 months ago
- To classify trades into buyer- and seller-initiated.☆128Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆52Updated 3 months ago
- Cryptocurrency Valuation: An Explainable AI Approach☆15Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆35Updated last year
- Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing☆30Updated this week
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆13Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆75Updated last year
- This project is part of my internship at ULiege on Deep RL in stock market trading☆43Updated last year
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆56Updated 8 months ago
- ☆37Updated 3 years ago
- A Practical Guide to a Simple Data Stack.☆35Updated 2 months ago
- Package to build risk model for factor pricing model☆24Updated 3 months ago
- CS7641 Team project☆87Updated 4 years ago
- Automatically generated reports and diagnostics of interest to futures traders☆47Updated this week
- This repo is for my articles published on Medium.com☆15Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆49Updated 8 months ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆46Updated last year
- ☆38Updated 5 years ago