hashABCD / opstratLinks
Option visualization python package
☆155Updated last year
Alternatives and similar repositories for opstrat
Users that are interested in opstrat are comparing it to the libraries listed below
Sorting:
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆139Updated 10 months ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆136Updated 2 months ago
- Option and stock backtester / live trader☆271Updated 9 months ago
- A guide to using the Interactive Brokers API with the Python ib_insync library☆88Updated 3 years ago
- Simple backtesting software for options☆187Updated last year
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆312Updated 7 months ago
- Python Options Pricing Library☆282Updated 4 years ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆169Updated last year
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Updated 3 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆266Updated 2 years ago
- Source Codes for the Book of Trading Strategies☆178Updated 3 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆146Updated 4 years ago
- Option Calculator using Black-Scholes model and Binomial model☆172Updated 5 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆116Updated 8 months ago
- QSTrader☆131Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆245Updated last year
- A backtester and spreadsheet library for stocks and ETFs☆289Updated 4 months ago
- Official Repository☆129Updated 3 years ago
- ☆351Updated last year
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- Repository of demo strategies for the Blueshift platform☆172Updated last week
- A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc☆259Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆130Updated last year
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆379Updated last year
- An event-driven backtester☆110Updated 5 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆100Updated 2 years ago
- Dealers' gamma exposure (GEX) tracker☆151Updated 2 years ago