jensolson / CFTC-COTLinks
Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes
☆35Updated 6 years ago
Alternatives and similar repositories for CFTC-COT
Users that are interested in CFTC-COT are comparing it to the libraries listed below
Sorting:
- Dispersion Trading using Options☆33Updated 8 years ago
- ☆24Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- ☆22Updated 2 years ago
- ☆38Updated 3 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆27Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆57Updated 2 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 5 years ago
- ☆35Updated 7 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆47Updated 4 years ago
- Different quantitative trading models research☆52Updated 5 months ago
- Python Code for Option Analysis☆44Updated 6 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Implements different approaches to tactical and strategic asset allocation☆34Updated 5 months ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Simple Risk Premia Strategy☆35Updated 4 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- ☆39Updated 4 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year
- Andreas Clenow - Stocks on the Move☆34Updated 2 years ago