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
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆42Updated 5 years ago
- scraper anbima☆11Updated 4 years ago
- ☆20Updated last year
- Quantamental finance research with python☆142Updated 2 years ago
- Guides, tutorials and presentations☆55Updated last year
- A cursory look at the dynamics of zero coupon bond yield curves.☆11Updated 2 years ago
- My Quant Research Papers (incl. Coding & Excel Examples)☆107Updated 2 months ago
- Extract Brazilian financial data from a wide range of Internet sources: B3, ANBIMA, CVM☆23Updated this week
- Volatility surface visualizer for cryptocurrency options.☆51Updated 2 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆61Updated 4 years ago
- ☆42Updated 5 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆54Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 4 years ago
- ☆26Updated 2 years ago
- Dashboard to track crypto spot-futures premiums☆52Updated 2 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆26Updated 3 years ago
- ☆36Updated last year
- Algo Trading Research & Documentation☆16Updated 8 months ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆16Updated 5 months ago
- Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)☆182Updated last year
- Tool for selecting Short Iron Condors with optimal risk/reward ratios☆16Updated 7 years ago
- ☆29Updated 2 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆31Updated 3 years ago
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆110Updated 3 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆101Updated 3 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆77Updated 5 months ago
- Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build…☆66Updated 3 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 3 years ago
- Python and finacial data☆88Updated 7 months ago