jensolson / CFTC-COTLinks
Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes
☆38Updated 2 months ago
Alternatives and similar repositories for CFTC-COT
Users that are interested in CFTC-COT are comparing it to the libraries listed below
Sorting:
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆121Updated 4 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆136Updated 2 months ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆49Updated 5 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Python Code for Option Analysis☆45Updated 6 years ago
- ☆89Updated last month
- Andreas Clenow - Stocks on the Move☆38Updated 2 years ago
- Simple Risk Premia Strategy☆38Updated 4 years ago
- ☆54Updated 7 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆27Updated 2 months ago
- One-off scripts/analysis, usually to accompany my blog posts.☆44Updated 3 years ago
- ☆24Updated 2 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Updated 3 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆58Updated 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…☆58Updated 3 years ago
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆66Updated 2 years ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- This repository have pyhton codes used in book - 'Python for Trading on Technical - A step towards systematic trading' by Authour Anjana …☆49Updated 4 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆165Updated 6 years ago
- portfolio construction and quantitative analysis☆142Updated 10 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆39Updated last year
- ☆41Updated 4 years ago
- ☆65Updated 2 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆68Updated 4 years ago