jensolson / SPX-Gamma-ExposureLinks
Calculates estimate of market maker gamma exposure derived from S&P 500 index options
☆142Updated 4 months ago
Alternatives and similar repositories for SPX-Gamma-Exposure
Users that are interested in SPX-Gamma-Exposure are comparing it to the libraries listed below
Sorting:
- Dealers' gamma exposure (GEX) tracker☆165Updated 2 years ago
- Option and stock backtester / live trader☆277Updated last year
- Simple backtesting software for options☆193Updated last year
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆315Updated 9 months ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆144Updated last year
- Visualisation for auction market theory with live charts☆127Updated 5 years ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆176Updated last year
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆384Updated 2 years ago
- A guide to using the Interactive Brokers API with the Python ib_insync library☆88Updated 3 years ago
- experiments with pair trading☆327Updated last year
- Option visualization python package☆157Updated last year
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆157Updated 4 years ago
- Official Repository☆133Updated 4 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- ☆216Updated 8 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 3 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆234Updated 9 months ago
- ☆369Updated last year
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆369Updated 2 years ago
- trend / momentum and other patterns in financial timeseries☆274Updated 4 years ago
- Options Trader written in Python based off the ib_insync library.☆62Updated 2 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- ☆117Updated last year
- A python application used to interact with the Interactive Brokers REST API.☆99Updated 2 years ago
- An event-driven backtester☆111Updated 5 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆88Updated 2 years ago
- Source code for my personal blog☆195Updated 2 weeks ago