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.☆136Updated 8 months ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆123Updated 3 years ago
- Source Codes for the Book of Trading Strategies☆176Updated 3 years ago
- Simple backtesting software for options☆184Updated 11 months ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆134Updated 5 years ago
- A guide to using the Interactive Brokers API with the Python ib_insync library☆88Updated 3 years ago
- Option and stock backtester / live trader☆265Updated 7 months ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- A backtester and spreadsheet library for stocks and ETFs☆288Updated 2 months ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc☆257Updated last year
- Dealers' gamma exposure (GEX) tracker☆146Updated 2 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆376Updated last year
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆143Updated 4 years ago
- ☆345Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆242Updated last year
- ☆501Updated last year
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆310Updated 5 months ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆126Updated 4 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆66Updated 4 years ago
- An event-driven backtester☆107Updated 5 years ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆164Updated last year
- Official Repository☆126Updated 3 years ago
- Code and data for my blogs☆91Updated 4 years ago
- Repository of demo strategies for the Blueshift platform☆169Updated 2 years ago
- Python Options Pricing Library☆279Updated 4 years ago
- integrate backtrader with interactive brokers☆48Updated 4 years ago
- A Python Client library for the TradeStation API.☆110Updated 4 years ago
- Option Calculator using Black-Scholes model and Binomial model☆171Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆263Updated 2 years ago