Alternatives and similar repositories for CommitmentOfTraders:

Users that are interested in CommitmentOfTraders are comparing it to the libraries listed below

• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆26Updated 8 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆24Updated 7 years ago
• aouyang1 / Futures
  Futures trading database/backtester/analysis
  ☆19Updated 6 years ago
• jonromero / commitment_of_traders
  Parsing COT (Commitment of Traders)
  ☆12Updated 7 years ago
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• theoptionlab / theoptionlab
  The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…
  ☆54Updated 2 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• alpacahq / alpaca-zipline
  Alpaca riding on a zipline
  ☆28Updated 2 years ago
• yhilpisch / mvportfolio
  Simple portfolio analysis and management.
  ☆28Updated 3 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆36Updated 7 years ago
• VermeirJellen / Securities_Master_Database
  Project includes scripts to set up a securities master database with stock and ETF timeseries data
  ☆10Updated 8 years ago
• ljump12 / Pairs-Trading
  Code for researching and backtesting pairs trading
  ☆24Updated 14 years ago
• hftstrat / The-Gateway-code-samples
  Code samples for The Gateway.
  ☆50Updated 6 years ago
• jasonstrimpel / optionslib
  ☆10Updated 9 years ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆43Updated 6 years ago
• romanmichaelpaolucci / Dynamic_Algorithmic_Trading_Systems
  Dynamic algorithmic trading systems in Python using Interactive Broker's Python API
  ☆19Updated 3 years ago
• mehulsharma3795 / Stock-Options-Pricing-Model
  • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…
  ☆17Updated 2 years ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆49Updated 5 years ago
• cuemacro / FinancePy
  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…
  ☆24Updated 3 years ago
• MarcosCarreira / BrazilianDerivatives
  Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
  ☆16Updated 5 months ago
• DmitryGubanov / portfolio-backtester
  A research/testing tool for stock trading strategies
  ☆32Updated 7 years ago
• quantrocket-llc / ibapi-grease
  Monkey patches to grease the Interactive Brokers Python API
  ☆17Updated 6 years ago
• xinyexu / Binary-Option-Pricing
  Currency Binary Option Pricing with 3 methods and implied smile
  ☆25Updated 5 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆18Updated 9 years ago
• jensolson / CFTC-COT
  Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes
  ☆34Updated 5 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 6 years ago
• julian-west / asset_price_correlations
  Visualising correlations between different ETFs using network analytics and Plotly
  ☆33Updated 2 years ago
• saeed349 / AlgoTrading
  Use the zipline and pyfolio to analyze trades.
  ☆9Updated 7 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆46Updated 7 years ago