hashABCD / opstrat
Option visualization python package
☆145Updated last year
Alternatives and similar repositories for opstrat:
Users that are interested in opstrat are comparing it to the libraries listed below
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆123Updated last month
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆292Updated 3 weeks ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆364Updated last year
- Simple backtesting software for options☆167Updated 5 months ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆123Updated 2 years ago
- A guide to using the Interactive Brokers API with the Python ib_insync library☆82Updated 2 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆364Updated last year
- Source Codes for the Book of Trading Strategies☆166Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆112Updated 2 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆112Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆257Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆121Updated 3 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆226Updated this week
- QSTrader☆129Updated 5 years ago
- Some notebooks with powerful trading strategies.☆86Updated 3 years ago
- Option and stock backtester / live trader☆246Updated last month
- A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc☆248Updated 9 months ago
- Repository of demo strategies for the Blueshift platform☆166Updated last year
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆190Updated last year
- experiments with pair trading☆272Updated last month
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆158Updated 3 years ago
- ☆315Updated 10 months ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆156Updated last month
- Open source TCA (transaction cost analysis) Python library for FX spot☆235Updated 11 months ago
- Option Calculator using Black-Scholes model and Binomial model☆166Updated 5 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆56Updated 3 years ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆198Updated 6 years ago
- To classify trades into buyer- and seller-initiated.☆134Updated 2 years ago
- some zipline data bundles☆60Updated last year
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago