hayden4r4 / NOPE
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).
☆18Updated 3 years ago
Alternatives and similar repositories for NOPE:
Users that are interested in NOPE are comparing it to the libraries listed below
- Automated trading system for NOPE strategy over IBKR TWS☆31Updated 3 years ago
- Alpaca riding on a zipline☆28Updated 2 years ago
- Securities Trading API controller using Twisted (IB-TWS, CQG, Realtick)☆45Updated 4 years ago
- Code for getting implied volatility in Python☆24Updated 7 years ago
- A Python toolkit for high-frequency trade research.☆41Updated 6 years ago
- ☆35Updated 7 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆56Updated 2 years ago
- ☆74Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 years ago
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- A Python module for market simulation☆23Updated last month
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 6 years ago
- ☆27Updated 6 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆27Updated 4 years ago
- Asynchronous financial data management☆21Updated 7 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- ☆22Updated 5 years ago
- Machine learning end-to-end research and trade execution☆94Updated 4 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 2 years ago
- The goal of the project is to build algorithmic trading system.☆26Updated 4 years ago
- Market Making / Stat Arb strategy☆60Updated 7 years ago
- Simple portfolio management script in python☆46Updated 5 years ago
- Monkey patches to grease the Interactive Brokers Python API☆17Updated 6 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54Updated 9 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 8 years ago
- finance☆43Updated 7 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆26Updated 6 years ago
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆26Updated 2 months ago