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:
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 months ago
- Quantopian Pairs Trading algorithm implementation.☆63Updated 7 years ago
- Example of adaptive trend following strategy based on Renko☆120Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- ☆24Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- ☆126Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆119Updated 5 months 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
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆64Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Code and data for my blogs☆92Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆61Updated 5 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 6 years ago
- integrate backtrader with interactive brokers☆48Updated 3 years ago
- ☆20Updated 7 years ago
- ☆54Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- Python Code for Option Analysis☆44Updated 6 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆138Updated 4 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆124Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Options Trader written in Python based off the ib_insync library.☆57Updated last year
- QSTrader☆131Updated 6 years ago