quantgalore / selling-volatilityLinks
A System for Selling 0-DTE SPX Options
☆21Updated 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
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆145Updated 5 months ago
- Option and stock backtester / live trader☆281Updated last year
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆83Updated last year
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆26Updated 2 weeks ago
- Visualisation for auction market theory with live charts☆127Updated 5 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 …☆60Updated last year
- Simple backtesting software for options☆194Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆140Updated last year
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆90Updated 2 years ago
- Interactive Brokers TWS API -- Historical data downloader☆56Updated 7 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆80Updated 2 years ago
- algorithmic trading using machine learning☆154Updated 3 months ago
- Trade on options flow with Flowalgo and Alpaca☆136Updated 4 years 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
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆91Updated 2 years ago
- ☆216Updated 8 years ago
- ☆77Updated last year
- Options Trader written in Python based off the ib_insync library.☆63Updated 2 years ago
- A trading bot utilized on the TD Ameritrade platform written in python and utilizing tda-api API.☆56Updated 5 years ago
- Interactive Brokers Fundamental data for humans☆98Updated 6 months ago
- Real-time & historical data API for US stocks and options☆67Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 7 months ago
- some zipline data bundles☆66Updated 2 years ago
- Machine learning end-to-end research and trade execution☆100Updated 5 years ago
- Framework for trading application on Interactive Brokers. Docker, kubernetes, terraform.☆42Updated 11 months ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆27Updated 5 months ago