hayden4r4 / NOPELinks
A python script which calculates the NOPE & NOPE_MAD for given equities using option chains and quotes gathered from TD Ameritrades API (using td-api wrapper).
☆19Updated 4 years ago
Alternatives and similar repositories for NOPE
Users that are interested in NOPE are comparing it to the libraries listed below
Sorting:
- Deep Neural Network Trading collection of Tensorflow Jupyter notebooks☆62Updated 2 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆110Updated 9 years ago
- Automated trading system for NOPE strategy over IBKR TWS☆33Updated 4 years ago
- Trade equities with python algorithms.☆12Updated last year
- An automated system to store and maintain financial data.☆69Updated 6 years ago
- ☆36Updated 8 years ago
- Securities Trading API controller using Twisted (IB-TWS, CQG, Realtick)☆47Updated 7 months ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Machine learning end-to-end research and trade execution☆100Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 10 years ago
- Code for getting implied volatility in Python☆27Updated 8 years ago
- ☆195Updated 5 years ago
- Skillset Challenge for the Apprenticeship Program, June 2021.☆10Updated 4 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- Alpaca riding on a zipline☆26Updated 3 years ago
- ☆74Updated 5 years ago
- Volatility trading☆22Updated last year
- Kelly Criterion calculation☆106Updated 3 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆77Updated 4 years ago
- finance☆43Updated 8 years ago
- portfolio construction and quantitative analysis☆144Updated 10 years ago
- Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)☆177Updated 2 years ago
- Using Q-learning to better navigate orderbooks.☆23Updated 7 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 9 years ago
- Algorithmic trading infrastructure in Python.☆99Updated 8 years ago
- Deep learning for forecasting company fundamental data☆141Updated 6 years ago
- ☆48Updated 10 years ago