jensolson / CFTC-COT
Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes
☆34Updated 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
- ☆24Updated 6 years ago
- Dispersion Trading using Options☆32Updated 8 years ago
- Implements different approaches to tactical and strategic asset allocation☆31Updated 3 months ago
- generic project files☆38Updated 8 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 11 months ago
- ☆22Updated 2 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆26Updated 6 years ago
- ☆37Updated 2 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆55Updated 8 years ago
- Backtest result archive for Momentum Trading Strategies☆52Updated 6 years ago
- Simple Risk Premia Strategy☆35Updated 3 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
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Options Trader written in Python based off the ib_insync library.☆48Updated last year
- ☆58Updated 2 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- ☆25Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API☆36Updated 2 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Portfolio optimization with cvxopt☆37Updated 2 months ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 8 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 4 years ago