m12t / bsm-time-machineLinks
A Black-Scholes-based options backtesting simulator
☆68Updated 2 years ago
Alternatives and similar repositories for bsm-time-machine
Users that are interested in bsm-time-machine are comparing it to the libraries listed below
Sorting:
- Option and stock backtester / live trader☆273Updated 10 months ago
- Custom Python code for calculating the Probability of Profit (POP) for options trading strategies using Monte Carlo Simulations. The Mont…☆59Updated 7 months ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆85Updated 2 years 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 …☆55Updated last year
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago
- Trade on options flow with Flowalgo and Alpaca☆136Updated 4 years ago
- Python based open source quantitative trading platform development framework☆91Updated last year
- Machine learning end-to-end research and trade execution☆100Updated 5 years ago
- Interactive Brokers TWS API -- Historical data downloader☆56Updated 7 years ago
- Framework for trading application on Interactive Brokers. Docker, kubernetes, terraform.☆40Updated 9 months ago
- This repository contains basic information about different algotrading repo I like.☆118Updated 4 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆40Updated last year
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Updated 3 years ago
- Cloud-based algorithmic trading with Interactive Brokers☆55Updated 2 years ago
- ETL for OIC Options Chains☆28Updated 2 months ago
- algorithmic trading using machine learning☆153Updated 3 weeks ago
- A trading bot utilized on the TD Ameritrade platform written in python and utilizing tda-api API.☆56Updated 5 years ago
- Dealers' gamma exposure (GEX) tracker☆155Updated 2 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆92Updated 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
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆136Updated 3 months ago
- Visualisation for auction market theory with live charts☆125Updated 5 years ago
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆67Updated 2 years ago
- Collection of scripts and utilities for stock market analysis, strategies etc☆221Updated 7 months ago
- Quick little Python CLI tool for plotting options price history. Powered by Tradier's Sandbox API.☆68Updated 2 years ago
- Run the CBOE VIX Volatility equation on a stock of your choosing.☆24Updated 2 years ago
- Analysis of financial instruments☆75Updated 3 weeks ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆151Updated 4 years ago
- Another trading algo!☆34Updated 5 months ago
- Source code for my personal blog☆194Updated 2 months ago