jpmorganchase / btLinks
bt - flexible backtesting for Python
☆38Updated last year
Alternatives and similar repositories for bt
Users that are interested in bt are comparing it to the libraries listed below
Sorting:
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆133Updated 6 months ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆80Updated 3 weeks ago
- Analysis of financial instruments☆74Updated last week
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Real-time & historical data API for US stocks and options☆61Updated last year
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆132Updated 5 years ago
- ☆59Updated 11 months ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆27Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆241Updated last year
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated last month
- Get meaningful OHLCV datasets☆88Updated this week
- Option visualization python package☆153Updated last year
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆123Updated 3 years ago
- To classify trades into buyer- and seller-initiated.☆144Updated 2 years ago
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆50Updated last year
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆123Updated 3 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆126Updated 3 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Pipeline Extension for Live Trading☆207Updated last year
- Some notebooks with powerful trading strategies.☆92Updated 4 years ago
- This is the current Quantiacs toolbox which includes the backtester for developing and testing trading algorithms.☆72Updated last week
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 4 years ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆84Updated 4 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆164Updated 7 months ago
- The official Python client library for Databento☆182Updated last week
- Option and stock backtester / live trader☆261Updated 6 months ago
- A guide to using the Interactive Brokers API with the Python ib_insync library☆87Updated 3 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆79Updated 2 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year