jsisaacs / QuantStrategiesLinks
💸 A long-short equity quantitative trading strategy (sentiment-based)
☆38Updated 7 years ago
Alternatives and similar repositories for QuantStrategies
Users that are interested in QuantStrategies are comparing it to the libraries listed below
Sorting:
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 years ago
- ☆25Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 months ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- 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
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Quantopian Pairs Trading algorithm implementation.☆63Updated 7 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- Options Trader written in Python based off the ib_insync library.☆59Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆66Updated 4 years ago
- Example of adaptive trend following strategy based on Renko☆121Updated 6 years ago
- Python Code for Option Analysis☆44Updated 6 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆125Updated 3 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Code and data for my blogs☆91Updated 4 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- ☆127Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Several python based Algos for algorythmic trading formerly on the Quantopian platform☆50Updated 4 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆143Updated 4 years ago
- integrate backtrader with interactive brokers☆48Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Official Repository☆126Updated 3 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- Dispersion Trading using Options☆33Updated 8 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
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆55Updated 4 years ago