datasets / finance-vixLinks
CBOE Volatility Index (VIX) time-series dataset including daily open, close, high and low.
☆78Updated this week
Alternatives and similar repositories for finance-vix
Users that are interested in finance-vix are comparing it to the libraries listed below
Sorting:
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆134Updated last week
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- portfolio construction and quantitative analysis☆140Updated 10 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆120Updated 4 years ago
- Package for interacting with CME Datamine historical Market Data repository and Alternative Data source for CME Group Markets.☆71Updated 5 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆57Updated 2 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)☆172Updated 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…☆45Updated 5 months ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆90Updated 2 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆82Updated 2 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆154Updated 11 months 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…☆67Updated 2 years ago
- Repository of demo strategies for the Blueshift platform☆170Updated 2 years ago
- Kelly Criterion calculation☆100Updated 2 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆122Updated 6 years ago
- Research and Backtests I have been working on...enjoy☆70Updated 4 years ago
- Visualisation for auction market theory with live charts☆124Updated 4 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Automated trading system for NOPE strategy over IBKR TWS☆31Updated 4 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆48Updated 4 years ago
- A python project to fetch stock financials/statistics and perform preliminary screens to aid in the stock selection process☆75Updated 6 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆27Updated last week
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 months ago
- Alpaca riding on a zipline☆28Updated 2 years ago
- Visualize Option Data in Python. Makes market activity easier to understand through heat-maps and interactive 3D bar graphs.☆68Updated 5 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- Code samples for The Gateway.☆51Updated 6 years ago