quantgalore / selling-volatilityLinks
A System for Selling 0-DTE SPX Options
☆22Updated last year
Alternatives and similar repositories for selling-volatility
Users that are interested in selling-volatility are comparing it to the libraries listed below
Sorting:
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Updated 2 years ago
- Option and stock backtester / live trader☆282Updated last year
- To classify trades into buyer- and seller-initiated.☆155Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆141Updated last year
- Visualisation for auction market theory with live charts☆129Updated 5 years ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆27Updated last month
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Simple backtesting software for options☆194Updated last year
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆148Updated 6 months ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆60Updated 3 years ago
- Official Repository☆133Updated 4 years ago
- Trade on options flow with Flowalgo and Alpaca☆138Updated 4 years ago
- Options Trader written in Python based off the ib_insync library.☆64Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆86Updated last week
- Option visualization python package☆159Updated 2 years ago
- Utilities for automation of Trading System Synthesis and Boosting (TSSB)☆28Updated 12 years ago
- trend / momentum and other patterns in financial timeseries☆278Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆147Updated last year
- Trading-bot in python using django, vertorbt lib and interactive-brokers☆179Updated last month
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆129Updated 4 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆81Updated 3 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆91Updated 2 years ago
- ☆215Updated 8 years ago
- Real-time & historical data API for US stocks and options☆67Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Kelly Criterion calculation☆107Updated 3 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆114Updated 3 weeks ago
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆62Updated last year