deltaray-io / flexfolio
IB FlexStatement to PyFolio bridge
☆13Updated last year
Related projects ⓘ
Alternatives and complementary repositories for flexfolio
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆47Updated 5 months ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 6 months ago
- ☆24Updated 6 years ago
- By means of stochastic volatility models☆41Updated 4 years ago
- A financial trading method using machine learning.☆58Updated last year
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆73Updated 6 years ago
- Historical market data downloader using Interactive Brokers TWS☆58Updated 5 years ago
- my talk for credit suisse☆36Updated this week
- Time Series Prediction of Volume in LOB☆53Updated 7 months ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆53Updated 5 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆24Updated 5 years ago
- quantitative - Quantitative finance back testing library☆63Updated 5 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆57Updated last year
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆46Updated last year
- Cloud-based algorithmic trading with Interactive Brokers☆54Updated last year
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆28Updated 3 years ago
- Notebooks and stuff from quantfiction.com☆36Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆46Updated 5 years ago
- ☆49Updated 4 months ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆53Updated 2 years ago
- Fetch data (futures, stock, coming next => options) from IBKR for local use.☆17Updated 3 years ago
- Tools to work with Interactive Brokers using ib_insync☆19Updated last month
- a Python tool for downloading sharadar data from Quandl.☆10Updated last year
- ☆46Updated 3 years ago
- IbPy-like interface for the Interactive Brokers Python API☆59Updated last year
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆35Updated 7 years ago