lowQuant / IB-Multi-Strategy-ATSLinks
An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.
☆19Updated last year
Alternatives and similar repositories for IB-Multi-Strategy-ATS
Users that are interested in IB-Multi-Strategy-ATS are comparing it to the libraries listed below
Sorting:
- Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API☆47Updated 2 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- Real-time & historical data API for US stocks and options☆67Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆124Updated 2 years ago
- ☆42Updated 4 years ago
- ☆52Updated 2 years ago
- Custom Python code for calculating the Probability of Profit (POP) for options trading strategies using Monte Carlo Simulations. The Mont…☆62Updated 3 weeks ago
- Algorithms to build Support and Resistance Lines in Financial Series☆18Updated 5 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆122Updated 3 months 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
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- An Interactive Brokers integration for Deephaven☆75Updated 3 weeks ago
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆57Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆147Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- ☆77Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Automated trading system for NOPE strategy over IBKR TWS☆33Updated 4 years ago
- Time Series Prediction of Volume in LOB☆60Updated last year
- Python library for asset pricing☆126Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Options Trader written in Python based off the ib_insync library.☆64Updated 2 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆11Updated 2 weeks ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Interactive Brokers Fundamental data for humans☆99Updated 6 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Updated 2 years ago