datawookie / CommitmentOfTradersLinks
R code for dealing with the Commitment of Traders report.
☆16Updated 9 years ago
Alternatives and similar repositories for CommitmentOfTraders
Users that are interested in CommitmentOfTraders are comparing it to the libraries listed below
Sorting:
- Futures trading database/backtester/analysis☆20Updated 7 years ago
- Code for getting implied volatility in Python☆27Updated 8 years ago
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆11Updated 9 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 9 years ago
- finance☆43Updated 8 years ago
- ☆10Updated 7 years ago
- Obtain pre market and after hours stock prices for a given symbol☆37Updated 5 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆38Updated 6 months ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆35Updated 10 years ago
- ☆22Updated 8 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- 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
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Python implementation of Antonacci's GEM ("Global Equities Momentum") strategy☆61Updated 8 years ago
- An automated system to store and maintain financial data.☆69Updated 6 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆47Updated 7 years ago
- oTree app for financial market experiments with high frequency trading☆28Updated 2 years ago
- Monkey patches to grease the Interactive Brokers Python API☆17Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Code samples for The Gateway.☆51Updated 7 years ago
- ☆11Updated 10 years ago
- CBOE Volatility Index (VIX) time-series dataset including daily open, close, high and low.☆85Updated this week
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- Python Code for Meucci Related Blog Posts☆15Updated 9 years ago
- ☆36Updated 8 years ago
- A Python toolkit for high-frequency trade research.☆43Updated 7 years ago
- A financial blotter for trading FX and Futures☆23Updated 8 years ago
- Open Source Market Risk Measurement for your portfolio.☆24Updated last month
- Quantitative Finance using python - Derivatives Pricing☆47Updated 7 years ago