jasonstrimpel / volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
☆1,674Updated 5 months ago
Alternatives and similar repositories for volatility-trading:
Users that are interested in volatility-trading are comparing it to the libraries listed below
- A nimble options backtesting library for Python☆1,073Updated 9 months ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆936Updated last year
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,153Updated 4 years ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆879Updated 11 months ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,803Updated last month
- A program for financial portfolio management, analysis and optimisation.☆1,515Updated last year
- Resources for Quantitative Finance☆741Updated 10 months ago
- Zipline, a Pythonic Algorithmic Trading Library☆1,346Updated 4 months ago
- Quantitative analysis, strategies and backtests☆2,476Updated last year
- A framework for quantitative finance In python.☆792Updated last year
- QTPyLib, Pythonic Algorithmic Trading☆2,192Updated 3 years ago
- ffn - a financial function library for Python☆2,196Updated 2 weeks ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,342Updated 3 weeks ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,768Updated 2 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,360Updated 8 months ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆734Updated 4 years ago
- Framework for algorithmic trading☆827Updated last year
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆757Updated last year
- Cython QuantLib wrappers☆1,064Updated last month
- Systematic Trading in python☆2,855Updated last week
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆780Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆570Updated this week
- Backtest and live trading in Python☆584Updated 9 months ago
- GPU-accelerated Factors analysis library and Backtester☆680Updated this week
- Open sourced research notebooks by the QuantConnect team.☆584Updated 11 months ago
- bt - flexible backtesting for Python☆2,479Updated this week
- Learn Algorithmic Trading, Published by Packt☆867Updated 2 years ago
- Alpaca Trading API integrated with backtrader☆645Updated 4 months ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆581Updated last week
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,026Updated 2 years ago