jonromero / commitment_of_tradersLinks
Parsing COT (Commitment of Traders)
☆13Updated 8 years ago
Alternatives and similar repositories for commitment_of_traders
Users that are interested in commitment_of_traders are comparing it to the libraries listed below
Sorting:
- R code for dealing with the Commitment of Traders report.☆16Updated 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
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- A trading bot utilized on the TD Ameritrade platform written in python and utilizing tda-api API.☆56Updated 5 years ago
- portfolio construction and quantitative analysis☆144Updated 10 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆51Updated 5 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆38Updated 5 months ago
- Python Implementations of popular Algorithmic Trading Strategies☆118Updated 11 months ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 7 months ago
- Python Code for Option Analysis☆46Updated 7 years ago
- A machine learning program that is able to recognize patterns inside Forex or stock data☆155Updated 5 years ago
- Example of adaptive trend following strategy based on Renko☆123Updated 6 years ago
- Code samples for The Gateway.☆51Updated 7 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…☆69Updated 3 years ago
- Forex strategy backtester, generator, optimizer...☆30Updated 14 years ago
- PYTHON CODE WALKTHROUGH Data Sourcing In order to run a discounted cash flow model (DCF), I needed data, so I found a free API that provi…☆22Updated 5 years ago
- Simple algorithm inspired on Renko charts applied to cryptocurrency trading☆50Updated 7 years ago
- ☆25Updated 7 years ago
- tools for finding/selecting options using the e*trade developer API☆44Updated 2 years ago
- Quantitative Finance using python - Derivatives Pricing☆46Updated 7 years ago
- Visualisation for auction market theory with live charts☆127Updated 5 years ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 4 years ago
- IB Python API related.☆23Updated 7 years ago
- Neural Network for HFT-trading [experimental]☆88Updated 4 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆91Updated 2 years ago
- Various python scripts to introduce mean reversion concepts.☆23Updated 7 years ago
- Official Repository☆133Updated 4 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆37Updated 8 years ago
- TTM Squeeze Scanner For Stocks in Python using Pandas and YFinance☆159Updated last year