guiregueira / Simple_Bollinger_Bands_Backtest
These Python code tests a Bollinger bands strategy in the VIX index, indicating Buy & Sell signals,
☆10Updated 3 years ago
Alternatives and similar repositories for Simple_Bollinger_Bands_Backtest:
Users that are interested in Simple_Bollinger_Bands_Backtest are comparing it to the libraries listed below
- FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.☆12Updated 3 years ago
- ☆20Updated last year
- scraper anbima☆12Updated 4 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago
- Guides, tutorials and presentations☆55Updated last year
- ☆39Updated 3 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆29Updated 3 years ago
- Finanças Quantitativas com Python: Calculando a expectativa de retorno com CAPM, Calculando o Beta de um Ação, Calculando o Índice de S…☆17Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Business days calculations and utilities☆84Updated 3 months ago
- Volatility surface visualizer for cryptocurrency options.☆53Updated 2 years ago
- ☆30Updated 2 years ago
- Extract Brazilian financial data from a wide range of Internet sources: B3, ANBIMA, CVM☆26Updated last month
- ☆16Updated 2 years ago
- Algo Trading Research & Documentation☆17Updated 10 months ago
- Visualization Tool for Deribit Options☆80Updated 5 years ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆55Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- OM Quant Fin is a modern Python library for quantitative trading analysis. Our mission is to make your quant life easier and more accurat…☆12Updated last year
- ☆85Updated 2 years ago
- ☆36Updated last year
- Quantamental finance research with python☆146Updated 2 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"☆18Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- ☆125Updated 3 years ago
- Option visualization python package☆150Updated last year