ejpjapan / opt_tradeLinks
Volatility trading
☆22Updated last year
Alternatives and similar repositories for opt_trade
Users that are interested in opt_trade are comparing it to the libraries listed below
Sorting:
- Automated trading system for NOPE strategy over IBKR TWS☆33Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 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
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆18Updated 7 years ago
- ☆25Updated 7 years ago
- Different quantitative trading models research☆54Updated 10 months ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆18Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆11Updated last week
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- ☆35Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆55Updated 5 years ago
- ☆24Updated 5 years ago
- Collection of indicators that I used in my strategies.☆59Updated 7 months ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆33Updated 2 years ago
- my Algo Trading Strategies☆54Updated last week
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 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
- Research Repo (Archive)☆75Updated 5 years ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆47Updated 7 months ago