drillan / ivolat3
European Options Pricing Library
☆26Updated 6 years ago
Related projects: ⓘ
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆35Updated 7 years ago
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆26Updated 8 years ago
- ☆42Updated this week
- Extract and visualize implied volatility from option chain data☆28Updated 2 months ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆53Updated 5 years ago
- quantitative - Quantitative finance back testing library☆62Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆71Updated 6 years ago
- ☆27Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆43Updated 3 years ago
- ☆32Updated 6 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆32Updated 5 years ago
- Python Code for Option Analysis☆43Updated 5 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆27Updated 3 years ago
- a Python tool for downloading sharadar data from Quandl.☆11Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 4 months ago
- Monkey patches to grease the Interactive Brokers Python API☆18Updated 6 years ago
- Notebooks and stuff from quantfiction.com☆35Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆42Updated 6 years ago
- Productivity Tools for Plotly + Pandas☆17Updated 6 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆51Updated 2 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆37Updated 6 years ago
- A research/testing tool for stock trading strategies☆31Updated 6 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 5 years ago
- Financial charting with Tom DeMark indicator overlay☆39Updated 5 years ago
- The Thalesians' Python library☆60Updated 7 years ago
- Pairs trading strategy example based on Catalyst☆48Updated 5 years ago
- ☆23Updated 6 years ago
- Dispersion Trading using Options☆26Updated 7 years ago