quantgalore / selling-volatilityLinks
A System for Selling 0-DTE SPX Options
☆20Updated 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☆40Updated last year
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆24Updated 10 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Visualisation for auction market theory with live charts☆125Updated 5 years ago
- Option and stock backtester / live trader☆275Updated 10 months ago
- Simple backtesting software for options☆190Updated last year
- To classify trades into buyer- and seller-initiated.☆153Updated 2 years ago
- Kelly Criterion calculation☆104Updated 2 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆136Updated 3 months ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆58Updated 3 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆142Updated 11 months ago
- ☆214Updated 8 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆128Updated 4 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆79Updated 2 years ago
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆55Updated 2 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years 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 …☆55Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆132Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆73Updated last year
- Utilities for automation of Trading System Synthesis and Boosting (TSSB)☆28Updated 12 years ago
- Machine learning end-to-end research and trade execution☆100Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆27Updated 3 months ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Generate various Alternative Bars both historically and at real-time.☆36Updated 3 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆85Updated 2 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 5 months ago