mpiccirilli / trading_botLinks
Automated Trading Bot using GCP & TD Ameritrade
☆14Updated 5 years ago
Alternatives and similar repositories for trading_bot
Users that are interested in trading_bot are comparing it to the libraries listed below
Sorting:
- Tutor step-by-step on how to analyze stock data using the R language.☆19Updated last year
- ☆14Updated 3 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Updated 6 months ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 5 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆11Updated 10 years ago
- Financial Machine Learning Repository☆11Updated last year
- ☆22Updated 7 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆17Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆46Updated 7 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- ☆24Updated 3 years ago
- Repo for the Tick Based Trend Following strategies written for the QuantConnect platform☆23Updated 5 years ago
- ☆25Updated 7 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆63Updated 5 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Updated 2 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Updated 2 years ago
- 'Portfolio Analysis, methods for portfolio optimization'☆24Updated 4 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 7 years ago
- ☆47Updated 2 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- An equity analysis on momentum factor investing.☆11Updated 7 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆18Updated 3 years ago
- ☆16Updated 3 years ago