datasets / finance-vixLinks
CBOE Volatility Index (VIX) time-series dataset including daily open, close, high and low.
☆84Updated 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:
- Visualisation for auction market theory with live charts☆128Updated 5 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…☆69Updated 3 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)☆179Updated 2 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆145Updated 5 months ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆58Updated 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
- Kelly Criterion calculation☆106Updated 3 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆27Updated 5 months ago
- Quantitative Finance using python - Derivatives Pricing☆46Updated 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
- tools for finding/selecting options using the e*trade developer API☆44Updated 2 years ago
- quantitative - Quantitative finance back testing library☆65Updated 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
- Options Trader written in Python based off the ib_insync library.☆63Updated 2 years ago
- portfolio construction and quantitative analysis☆144Updated 10 years ago
- Visualize Option Data in Python. Makes market activity easier to understand through heat-maps and interactive 3D bar graphs.☆70Updated 5 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆51Updated 5 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆90Updated 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…☆49Updated 10 months ago
- Research and Backtests I have been working on...enjoy☆72Updated 4 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆123Updated 6 years ago
- ☆36Updated 8 years ago
- Repository of demo strategies for the Blueshift platform☆174Updated 3 months ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆135Updated 4 years ago
- Real-time & historical data API for US stocks and options☆67Updated last year
- ☆97Updated 3 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- A trading bot utilized on the TD Ameritrade platform written in python and utilizing tda-api API.☆56Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago