drillan / ivolat3
European Options Pricing Library
☆26Updated 7 years ago
Alternatives and similar repositories for ivolat3:
Users that are interested in ivolat3 are comparing it to the libraries listed below
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- Quantopian Pairs Trading algorithm implementation.☆58Updated 7 years ago
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆26Updated 2 months ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- Amibroker Plugin DLL that embeds the Python 3.4 interpreter for use within Amibroker.☆26Updated 9 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆34Updated 6 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 8 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Monkey patches to grease the Interactive Brokers Python API☆17Updated 6 years ago
- Command line interface and Python client for QuantRocket☆30Updated 2 months ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆56Updated 2 years ago
- ☆24Updated 6 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Updated last year
- Code samples for The Gateway.☆51Updated 6 years ago
- ☆36Updated 3 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆43Updated 7 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- Extract and visualize implied volatility from option chain data☆33Updated 2 months ago
- ☆35Updated 7 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Python for Financial Data Analysis with pandas☆65Updated 5 years ago