deltaray-io / flexfolioLinks
IB FlexStatement to PyFolio bridge
☆16Updated 3 years ago
Alternatives and similar repositories for flexfolio
Users that are interested in flexfolio are comparing it to the libraries listed below
Sorting:
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆144Updated last year
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Interactive Brokers TWS API -- Historical data downloader☆56Updated 7 years ago
- ☆66Updated last month
- Probability of Backtest Overfitting in Python☆127Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- Get meaningful OHLCV datasets☆92Updated 2 weeks ago
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- ☆128Updated 3 months ago
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆60Updated last year
- Leaner and Faster Interactive Brokers Docker Trading Gateway☆72Updated 4 years ago
- Tools to work with Interactive Brokers using ib_insync☆23Updated 11 months ago
- Kelly Criterion calculation☆106Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- ☆25Updated 7 years ago
- Cloud-based algorithmic trading with Interactive Brokers☆55Updated 2 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 7 months ago
- Simple backtesting software for options☆193Updated last year
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆88Updated 5 months ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆142Updated 4 months ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- Interactive Brokers Fundamental data for humans☆96Updated 5 months ago
- Python LIbrary for reading DTN's IQFeed☆181Updated 10 months ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Machine learning end-to-end research and trade execution☆100Updated 5 years ago