deltaray-io / strategy-libraryLinks
π MesoSim's Strategy Library
β11Updated last year
Alternatives and similar repositories for strategy-library
Users that are interested in strategy-library are comparing it to the libraries listed below
Sorting:
- An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.β17Updated 8 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 β¦β50Updated last year
- Backtest asset allocation strategies in Python with only a background in pandas necessaryβ48Updated last year
- β41Updated 2 years ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning basβ¦β53Updated 2 years ago
- By means of stochastic volatility modelsβ44Updated 5 years ago
- β40Updated 4 years ago
- Example of order book modeling.β56Updated 5 years ago
- Time Series Prediction of Volume in LOBβ57Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for β¦β36Updated last year
- Different quantitative trading models researchβ52Updated 5 months ago
- A System for Selling 0-DTE SPX Optionsβ19Updated 10 months ago
- Quantitative Finance using python - Derivatives Pricingβ44Updated 7 years ago
- my talk for credit suisseβ38Updated this week
- Python utility automation scripts for Barchart.comβ33Updated 3 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield changeβ76Updated 6 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on oβ¦β57Updated 2 years ago
- Features and labels engineering of raw data of quotes of several stocks.β29Updated 5 years ago
- β78Updated 4 months ago
- This repository contains a backend service for fetching VIX index futures data using the vix_index_futures.py library. The app.py script β¦β12Updated 2 years ago
- Fetch data (futures, stock, coming next => options) from IBKR for local use.β17Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.β63Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NEβ¦β64Updated last year
- calculate exact black-scholes option value using pytorch autograd and also calculate greeks using either autograd or numerical approximatβ¦β14Updated last year
- Automated trading system for NOPE strategy over IBKR TWSβ32Updated 4 years ago
- Hexital - Incremental Technical Analysis Libraryβ22Updated 2 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.β117Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.β119Updated last year
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLABβ36Updated 4 years ago
- Interactive Brokers TWS API -- Historical data downloaderβ56Updated 7 years ago