mickbransfield / predictit_hedge
Hedge opportunities on PredictIt due to inefficient pricing in correlated markets
☆14Updated 8 months ago
Alternatives and similar repositories for predictit_hedge:
Users that are interested in predictit_hedge are comparing it to the libraries listed below
- ☆74Updated 4 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆46Updated last year
- Automated trading system for NOPE strategy over IBKR TWS☆31Updated 3 years ago
- A python script which calculates the NOPE & NOPE_MAD for given equities using option chains and quotes gathered from TD Ameritrades API (…☆18Updated 3 years ago
- This is a repository for enabling collaborative and proper practices for financial machine learning.☆27Updated 2 years ago
- A portfolio management algorithm for the 21st century.☆88Updated 4 years ago
- Market Making / Stat Arb strategy☆60Updated 7 years ago
- ☆35Updated 7 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- Extract and visualize implied volatility from option chain data☆33Updated 3 months ago
- Machine learning end-to-end research and trade execution☆94Updated 4 years ago
- Time Series Prediction of Volume in LOB☆56Updated 10 months ago
- Skillset Challenge for the Apprenticeship Program, June 2021.☆10Updated 3 years ago
- Kelly Criterion calculation☆95Updated 2 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- Bitmex market microstructure analytics☆21Updated 4 years ago
- A simple daily python backtester that works out of the box.☆59Updated 2 years ago
- Simple backtesting software for options☆170Updated 7 months ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆38Updated last year
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- Tool to support backtests☆43Updated this week
- [NO LONGER ACTIVE] Arbitrage opportunities for the prediction market PredictIt☆24Updated 11 months ago
- ☆30Updated 3 years ago
- stores market data from cryptofeed to kdb+☆23Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- To classify trades into buyer- and seller-initiated.☆137Updated 2 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆32Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆26Updated 2 months 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…☆64Updated 2 years ago