lambdaclass / options_backtester
Simple backtesting software for options
☆170Updated 6 months ago
Alternatives and similar repositories for options_backtester:
Users that are interested in options_backtester are comparing it to the libraries listed below
- Option and stock backtester / live trader☆248Updated 2 months ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆295Updated last month
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆367Updated last year
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆123Updated 5 years ago
- PyTrendFollow - systematic futures trading using trend following☆387Updated 6 years ago
- Option visualization python package☆146Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆126Updated 2 months ago
- QSTrader☆130Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated 2 years ago
- Option Calculator using Black-Scholes model and Binomial model☆166Updated 5 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆126Updated 3 years ago
- A backtester and spreadsheet library for security analysis.☆278Updated this week
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆128Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆235Updated last year
- Python Options Pricing Library☆273Updated 3 years ago
- An event-driven backtester☆97Updated 5 years ago
- ☆319Updated 11 months ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆366Updated last year
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆125Updated 2 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆113Updated 2 weeks ago
- Automatically identifies support and resistance lines on a stock chart using reversal points, displays candlestick chart.☆290Updated last year
- Compute VIX and related volatility indices☆104Updated 2 months ago
- Quantitative finance research tools in Python☆414Updated 2 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆249Updated this week
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆205Updated 3 weeks ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆59Updated 3 years ago
- To classify trades into buyer- and seller-initiated.☆137Updated 2 years ago
- Visualization Tool for Deribit Options☆78Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Basic options pricing in Python☆313Updated 10 years ago