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:
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API☆45Updated 2 years ago
- ☆41Updated 4 years ago
- Extract and visualize implied volatility from option chain data☆46Updated 6 months 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
- An Interactive Brokers integration for Deephaven☆75Updated 2 weeks ago
- Framework for trading application on Interactive Brokers. Docker, kubernetes, terraform.☆41Updated 11 months ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆88Updated 2 years ago
- ☆17Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Algorithms to build Support and Resistance Lines in Financial Series☆18Updated 5 years ago
- ☆47Updated 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
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆172Updated last year
- calculate exact black-scholes option value using pytorch autograd and also calculate greeks using either autograd or numerical approximat…☆16Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- Collection of indicators that I used in my strategies.☆60Updated 8 months ago
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆60Updated last year
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Updated last year
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆16Updated 2 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆58Updated 3 years ago
- 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
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Real-time & historical data API for US stocks and options☆66Updated last year
- Research Repo (Archive)☆74Updated 5 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆120Updated 2 months ago
- Python implementation for regime-dependent portfolio optimization☆13Updated 2 years ago
- Options Trader written in Python based off the ib_insync library.☆62Updated 2 years ago