Alternatives and similar repositories for options_backtester

Users that are interested in options_backtester are comparing it to the libraries listed below

• sirnfs / OptionSuite
  Option and stock backtester / live trader
  ☆263Updated 6 months ago
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆368Updated last year
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆305Updated 3 months ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆132Updated 5 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆241Updated last year
• quantstart / qstrader
  QSTrader
  ☆132Updated 6 years ago
• hashABCD / opstrat
  Option visualization python package
  ☆153Updated last year
• quantrocket-llc / moonshot
  Vectorized backtester and trading engine for QuantRocket
  ☆221Updated 6 months ago
• Matteo-Ferrara / gex-tracker
  Dealers' gamma exposure (GEX) tracker
  ☆140Updated 2 years ago
• wywongbd / pairstrade-fyp-2019
  We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
  ☆262Updated 2 years ago
• bfolkens / py-market-profile
  A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.
  ☆373Updated last year
• fja05680 / pinkfish
  A backtester and spreadsheet library for stocks and ETFs
  ☆285Updated last month
• yassinemaaroufi / MibianLib
  Python Options Pricing Library
  ☆277Updated 4 years ago
• vollib / py_vollib
  ☆339Updated last year
• ChillarAnand / stocktrends
  A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc
  ☆256Updated last year
• OptionsnPython / Option-strategies-backtesting-in-Python
  Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
  ☆135Updated 4 years ago
• alpacahq / pipeline-live
  Pipeline Extension for Live Trading
  ☆207Updated last year
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆133Updated 6 months ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆122Updated 3 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆118Updated last year
• opendoor-labs / pyfin
  Basic options pricing in Python
  ☆312Updated 10 years ago
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆427Updated 2 years ago
• chrism2671 / PyTrendFollow
  PyTrendFollow - systematic futures trading using trend following
  ☆413Updated 7 years ago
• yzoz / python-option-calculator
  Vanilla option pricing and visualisation using Black-Scholes model in pure Python
  ☆132Updated 2 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆144Updated 2 years ago
• BatuhanUsluel / Algorithmic-Support-and-Resistance
  Automatically identifies support and resistance lines on a stock chart using reversal points, displays candlestick chart.
  ☆300Updated 2 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆168Updated 3 years ago
• pengjin2 / Derbit-Volatility-Visulization
  Visualization Tool for Deribit Options
  ☆82Updated 5 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆131Updated 6 years ago