elimintz / option3dLinks
☆24Updated 5 years ago
Alternatives and similar repositories for option3d
Users that are interested in option3d are comparing it to the libraries listed below
Sorting:
- ☆63Updated 2 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆36Updated 6 years ago
- ☆25Updated 6 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆57Updated 2 years ago
- ☆35Updated 7 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Extract and visualize implied volatility from option chain data☆39Updated last month
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆16Updated 4 years ago
- Research and Backtests I have been working on...enjoy☆70Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- One-off scripts/analysis, usually to accompany my blog posts.☆44Updated 3 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆67Updated 5 years ago
- ☆22Updated 2 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year
- Source Codes for "Contrarian Trading Strategies in Python"☆76Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆42Updated 2 years ago
- Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API☆38Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆79Updated last year
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆42Updated 4 months ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆66Updated 2 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆81Updated 2 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆27Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- ☆25Updated 7 years ago
- ☆73Updated 3 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago