datasets / finance-vixLinks
CBOE Volatility Index (VIX) time-series dataset including daily open, close, high and low.
☆85Updated 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:
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆60Updated 3 years ago
- portfolio construction and quantitative analysis☆146Updated 10 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 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.☆91Updated 2 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Visualisation for auction market theory with live charts☆129Updated 5 years ago
- Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)☆179Updated 2 years ago
- tools for finding/selecting options using the e*trade developer API☆44Updated 2 years ago
- Quantitative Finance using python - Derivatives Pricing☆47Updated 7 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆92Updated 8 months ago
- Kelly Criterion calculation☆107Updated 3 years ago
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 7 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Updated 4 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆91Updated 2 years ago
- Repository of demo strategies for the Blueshift platform☆174Updated 4 months ago
- quantitative - Quantitative finance back testing library☆66Updated 6 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆148Updated 6 months ago
- The Thalesians' Python library☆64Updated 9 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
- Alpaca riding on a zipline☆27Updated 3 years 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…☆70Updated 3 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆174Updated last year
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆51Updated 5 years ago
- Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ☆123Updated 6 years ago
- Package for interacting with CME Datamine historical Market Data repository and Alternative Data source for CME Group Markets.☆71Updated 5 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆123Updated 6 years ago
- Pipeline Extension for Live Trading☆206Updated 2 years ago
- Interactive Brokers TWS API -- Historical data downloader☆56Updated 7 years ago
- Options Trader written in Python based off the ib_insync library.☆64Updated 2 years ago