marcdemers / py_vollib_vectorizedLinks
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
☆142Updated 10 months ago
Alternatives and similar repositories for py_vollib_vectorized
Users that are interested in py_vollib_vectorized are comparing it to the libraries listed below
Sorting:
- ☆360Updated last year
- Option visualization python package☆155Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆172Updated 3 years ago
- To classify trades into buyer- and seller-initiated.☆152Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆245Updated last year
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- Get meaningful OHLCV datasets☆90Updated 3 weeks ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆173Updated last month
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆136Updated 2 months ago
- Vectorized backtester and trading engine for QuantRocket☆240Updated last month
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆173Updated last year
- Option and stock backtester / live trader☆272Updated 10 months ago
- trend / momentum and other patterns in financial timeseries☆276Updated 4 years ago
- Probability of Backtest Overfitting in Python☆127Updated 2 years ago
- Notebooks based on financial machine learning.☆53Updated 5 years ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆283Updated this week
- An event-driven backtester☆110Updated 5 years ago
- A python library for computing technical analysis indicators on streaming data.☆132Updated 5 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆130Updated last year
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Updated 3 years ago
- Python Options Pricing Library☆283Updated 4 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
- A backtester and spreadsheet library for stocks and ETFs☆290Updated 5 months ago
- Simple backtesting software for options☆189Updated last year
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆128Updated 4 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆129Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 5 months ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- ☆63Updated last year