jsisaacs / QuantStrategiesLinks
πΈ A long-short equity quantitative trading strategy (sentiment-based)
β37Updated 8 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)β103Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Pythonβ92Updated 8 months ago
- Quantopian Pairs Trading algorithm implementation.β65Updated 8 years ago
- Example of adaptive trend following strategy based on Renkoβ123Updated 6 years ago
- quantitative - Quantitative finance back testing libraryβ66Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield changeβ79Updated 7 years ago
- Pairs Trading with Machine Learning on Distributed Python Platformβ125Updated 3 years ago
- β128Updated 4 months ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )β29Updated 4 years ago
- β25Updated 7 years ago
- MIT Trading Competition algorithmic trading of options and securitiesβ41Updated 7 years ago
- Python Code for Option Analysisβ46Updated 7 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Pythonβ135Updated 3 years ago
- Pairs trading strategy example based on Catalystβ49Updated 7 years ago
- Python Implementations of popular Algorithmic Trading Strategiesβ118Updated last year
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Assetβs Returnβ38Updated 5 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on oβ¦β60Updated 3 years ago
- Visual style support and resistance detection using Python codeβ63Updated 6 years ago
- Options Trader written in Python based off the ib_insync library.β64Updated 2 years ago
- Volume-Synchronized Probability of Informed Tradingβ113Updated 12 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.β71Updated 5 years ago
- Code and data for my blogsβ91Updated 4 years ago
- This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive β¦β76Updated 4 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.β25Updated 6 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedgingβ79Updated 8 years ago
- β20Updated 7 years ago
- Example of order book modeling.β58Updated 6 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Someβ¦β135Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricingβ47Updated 7 years ago
- Generate various Alternative Bars both historically and at real-time.β37Updated 3 years ago