javifalces / tradeasystems_connector
Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex / equities to local file database
☆14Updated 2 years ago
Alternatives and similar repositories for tradeasystems_connector:
Users that are interested in tradeasystems_connector are comparing it to the libraries listed below
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆19Updated 3 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Algorithmic multi-greek hedges using Python☆18Updated 4 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- ☆13Updated last year
- Simple portfolio analysis and management.☆28Updated 3 years ago
- ☆10Updated 9 years ago
- ☆35Updated 7 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 4 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆14Updated 4 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆14Updated 4 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 8 months ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- Streamlit app that shows the seasonal returns of a stock http://aroussi.com/seasonality☆20Updated 2 years ago
- Extract and visualize implied volatility from option chain data☆33Updated last month
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- Code for researching and backtesting pairs trading☆24Updated 14 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆12Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆16Updated 7 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 6 years ago
- A stock market back-tester for algorithmic trading built in Python.☆17Updated 7 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago