quantgalore / selling-volatilityLinks
A System for Selling 0-DTE SPX Options
☆19Updated 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:
- To classify trades into buyer- and seller-initiated.☆152Updated 2 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆40Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆130Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆71Updated last year
- Time Series Prediction of Volume in LOB☆58Updated last year
- Research Repo (Archive)☆75Updated 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 …☆55Updated last year
- Interactive Brokers TWS API -- Historical data downloader☆56Updated 7 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆24Updated 9 months ago
- Machine learning end-to-end research and trade execution☆100Updated 5 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆68Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆139Updated 10 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
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- Delta hedging under SABR model☆35Updated last year
- Option visualization python package☆155Updated last year
- Cloud-based algorithmic trading with Interactive Brokers☆55Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 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…☆58Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆108Updated last week
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆136Updated 2 months ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Real-time & historical data API for US stocks and options☆63Updated last year