quantgalore / quant-super-system
A Multi-Strategy Quantitative Trading System using the TastyTrade API and Kalshi
☆13Updated last year
Alternatives and similar repositories for quant-super-system:
Users that are interested in quant-super-system are comparing it to the libraries listed below
- System for Trading S&P 500 Daily Brackets on Kalshi Prediction Markets☆15Updated last year
- Package to build risk model for factor pricing model☆24Updated 7 months ago
- Backtest result archive for Momentum Trading Strategies☆50Updated 5 years ago
- ☆30Updated 3 years ago
- A System for Selling 0-DTE SPX Options☆17Updated 6 months ago
- Montecarlo simulations/analysis for finance (equity simulator)☆34Updated last year
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- A financial trading method using machine learning.☆59Updated last year
- ☆21Updated 5 years ago
- Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galor…☆14Updated last year
- Options Trader written in Python based off the ib_insync library.☆45Updated last year
- Contains all the Jupyter Notebooks used in our research☆15Updated 4 years ago
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆59Updated last year
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆32Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- A Practical Guide to a Simple Data Stack.☆39Updated 5 months ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆103Updated 10 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆51Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆59Updated 7 months ago
- Research Repo (Archive)☆70Updated 4 years ago
- Repository for market making ideas☆39Updated 10 months ago
- ☆41Updated last month
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Delta hedging under SABR model☆25Updated 9 months ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago