davidkellis / securitiesdb
Securities master database for algorithmic trading, backtesting, and data mining.
☆56Updated 8 years ago
Alternatives and similar repositories for securitiesdb:
Users that are interested in securitiesdb are comparing it to the libraries listed below
- Modular trading models with Interactive Brokers and backtester in Python☆121Updated 5 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- Interactive Brokers TWS API -- Historical data downloader☆55Updated 6 years ago
- IbPy-like interface for the Interactive Brokers Python API☆59Updated last year
- An automated system to store and maintain financial data.☆69Updated 5 years ago
- Code samples for The Gateway.☆51Updated 6 years ago
- Python LIbrary for reading DTN's IQFeed☆178Updated last month
- High level API for access to and analysis of financial data.☆153Updated 2 weeks ago
- A Docker container for running a headless Interactive Brokers' TWS instance whose API is exposed on port 4001☆33Updated 7 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆56Updated 2 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- Performance, risk, and execution analysis.☆56Updated 3 years ago
- A set of simple tools to assist users of the Interactive Brokers API.☆27Updated 11 months ago
- Historical market data downloader using Interactive Brokers TWS☆58Updated 5 years ago
- Monkey patches to grease the Interactive Brokers Python API☆17Updated 6 years ago
- Make the Python IB API from Interactive Brokers run inside an event loop☆82Updated 7 years ago
- libraries and algorithms for IBridgePy☆34Updated 9 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆114Updated 7 years ago
- IQFeed.CSharpApiClient is fastest and the most well-designed C# DTN IQFeed socket API connector available☆123Updated 3 weeks ago
- Pipeline Extension for Live Trading☆207Updated last year
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54Updated 9 years ago
- Samples code demonstrating how to use IbPy to extract information from Interactive Brokers API☆73Updated 6 years ago
- Calculate greeks for options trading (Implied Volatility, Delta, Gamma, Vega, Rho, and Theta)☆28Updated 7 years ago
- Dockerized interactive brokers gateway☆101Updated 6 years ago
- IB Python API related.☆23Updated 7 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆126Updated 5 years ago
- Third party Interactive Brokers Python API generated from TWS C++ API using SWIG.☆158Updated 8 years ago
- Leaner and Faster Interactive Brokers Docker Trading Gateway☆69Updated 3 years ago
- Algorithmic trading infrastructure in Python.☆97Updated 7 years ago