pinouche / investment_analysisLinks
DCA analysis on the s&p 500
☆24Updated last year
Alternatives and similar repositories for investment_analysis
Users that are interested in investment_analysis are comparing it to the libraries listed below
Sorting:
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Updated last year
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆14Updated 4 years ago
- Python Code for Option Analysis☆44Updated 6 years ago
- AlgoTrading101 Interactive Brokers Course ib_insync☆20Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆42Updated 3 months ago
- ☆35Updated 7 years ago
- Pull price targets from IEXCloud and paper trade on Alpaca 🦙☆12Updated 4 years ago
- Script that downloads intraday (past 5 days), daily (past 5 years) and active calls/puts of publicly traded companies.☆10Updated 5 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 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…☆65Updated 2 years ago
- Different quantitative trading models research☆52Updated 6 months ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- ☆19Updated 5 years ago
- Stocks and options picking. Tries to contain predictive analytics, recommendations, and calculators.☆40Updated last year
- Contains all the Jupyter Notebooks used in our research☆9Updated 6 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆63Updated 2 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 4 months ago
- A library for SEC data extraction, equity valuation, discovery of mispriced stocks☆30Updated 2 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆42Updated 3 years ago
- A Library for Algorithmic Trading with Alpaca in Python☆21Updated last year
- ☆22Updated 5 years ago
- Streamlit app that shows the seasonal returns of a stock http://aroussi.com/seasonality☆19Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago