evdubs / zacks-estimates-financial-statements
ETL for Zacks Estimates and Financial Statements
☆32Updated last week
Related projects ⓘ
Alternatives and complementary repositories for zacks-estimates-financial-statements
- portfolio construction and quantitative analysis☆138Updated 9 years ago
- Vectorized backtester and trading engine for QuantRocket☆204Updated 3 months ago
- Simple backtesting software for options☆160Updated 3 months ago
- ☆89Updated last year
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆115Updated 5 years ago
- ☆125Updated 6 years ago
- CBOE Volatility Index (VIX) time-series dataset including daily open, close, high and low.☆63Updated this week
- Dockerized interactive brokers gateway☆99Updated 5 years ago
- This repo contains a script for regularly downloading all historic intraday OHCL data from IEX with Python, asynchronously, via API and f…☆59Updated 5 years ago
- Kelly Criterion calculation☆92Updated last year
- Historical market data downloader using Interactive Brokers TWS☆58Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆109Updated 7 years ago
- Securities master database for algorithmic trading, backtesting, and data mining.☆57Updated 8 years ago
- Machine learning end-to-end research and trade execution☆92Updated 4 years ago
- ETL for OIC Options Chains☆26Updated last week
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆47Updated 5 months ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆87Updated 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…☆53Updated 2 years ago
- Library for accessing TDAmeritrade API's.☆16Updated 5 years ago
- Alpaca riding on a zipline☆28Updated 2 years ago
- Run ib_insync with IBC Inside Docker Container☆22Updated 5 years ago
- some zipline data bundles☆60Updated 10 months ago
- Interactive Brokers: Headless IB Gateway Installation using IBController on Ubuntu Server☆147Updated 6 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆119Updated 5 years ago
- Custom Python code for calculating the Probability of Profit (POP) for options trading strategies using Monte Carlo Simulations. The Mont…☆52Updated 7 months ago
- Visualisation for auction market theory with live charts☆116Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆121Updated 6 months ago