chrischow / open_options_chainsLinks
A data pipeline solution for collecting options data at scale.
☆18Updated 2 years ago
Alternatives and similar repositories for open_options_chains
Users that are interested in open_options_chains are comparing it to the libraries listed below
Sorting:
- Delta hedging under SABR model☆36Updated last year
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆51Updated 5 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆132Updated last year
- Different quantitative trading models research☆54Updated 10 months ago
- CS7641 Team project☆97Updated 5 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Time Series Prediction of Volume in LOB☆58Updated last year
- ☆38Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Developing a trend following model using futures☆34Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆73Updated 5 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- ☆45Updated 2 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- ☆60Updated 9 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆73Updated last year
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆21Updated 2 years ago
- ☆25Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆55Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆119Updated last year
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆27Updated last year
- Dynamic portfolio optimization☆28Updated last year
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago