pymargot / margot
An algorithmic trading framework for pydata.
☆15Updated last year
Alternatives and similar repositories for margot:
Users that are interested in margot are comparing it to the libraries listed below
- By means of stochastic volatility models☆43Updated 4 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- Extract and visualize implied volatility from option chain data☆33Updated 2 months ago
- ☆24Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- ☆17Updated 4 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆56Updated 2 years ago
- The goal of the project is to build algorithmic trading system.☆26Updated 4 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 4 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- Volatility trading☆22Updated 4 months ago
- Option Strategy for Futures☆13Updated 4 years ago
- With real market data using Black Scholes and Brentq☆22Updated 4 years ago
- A financial trading method using machine learning.☆58Updated last year
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- Simple Risk Premia Strategy☆33Updated 3 years ago
- finance☆43Updated 7 years ago
- This repo is for my articles published on Medium.com☆16Updated last year
- Automated trading system for NOPE strategy over IBKR TWS☆31Updated 3 years ago
- Collections of snippets for trading I find interesting☆25Updated 3 weeks ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- ☆35Updated 7 years ago
- ☆11Updated 11 months ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 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
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated last year
- Example of order book modeling.☆56Updated 5 years ago
- ☆13Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago