deltaray-io / strategy-libraryLinks
📚 MesoSim's Strategy Library
☆19Updated 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:
- Simple backtesting software for options☆194Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆140Updated last year
- To classify trades into buyer- and seller-initiated.☆155Updated 3 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆135Updated 4 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 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…☆58Updated 3 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆162Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 8 months ago
- ☆123Updated 8 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- CS7641 Team project☆97Updated 5 years 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
- Utilities for automation of Trading System Synthesis and Boosting (TSSB)☆28Updated 12 years ago
- Different quantitative trading models research☆55Updated last year
- An Interactive Brokers integration for Deephaven☆75Updated 3 weeks ago
- ☆52Updated 2 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- Delta hedging under SABR model☆44Updated last year
- ☆66Updated last year
- Quantitative Finance using python - Derivatives Pricing☆46Updated 7 years ago
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆42Updated 2 years 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 …☆61Updated last year
- A python library for testing and optimizing trading strategies.☆53Updated 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
- Example of order book modeling.☆58Updated 6 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆107Updated 10 years ago