Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galore (The Quant's Playbook @ Substack)
☆14Apr 5, 2023Updated 2 years ago
Alternatives and similar repositories for spx-vol-engine
Users that are interested in spx-vol-engine are comparing it to the libraries listed below
Sorting:
- System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack☆11Oct 27, 2023Updated 2 years ago
- System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore☆16Jan 8, 2024Updated 2 years ago
- Thinkscripts to pull call and option volume☆18Apr 28, 2020Updated 5 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Dec 23, 2023Updated 2 years ago
- A Multi-Strategy Quantitative Trading System using the TastyTrade API and Kalshi☆20Dec 3, 2023Updated 2 years ago
- A System for Selling 0-DTE SPX Options☆22Aug 14, 2024Updated last year
- System for Testing Statistical Arbitrage Strategy☆14Apr 28, 2024Updated last year
- Automated Trading Bot using GCP & TD Ameritrade☆14Dec 20, 2020Updated 5 years ago
- A Python-based Discord bot for trading options contracts/stocks and graphing financial information☆11Jul 28, 2021Updated 4 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated last year
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆18Dec 29, 2022Updated 3 years ago
- Deciding the strike price for writing options, based on the Open Interest from the option chain data from NSE(National Stock Exchange)☆15Feb 3, 2022Updated 4 years ago
- A library that implements the websocket protocol on top of Async☆14Jan 15, 2026Updated 2 months ago
- 检查：1）基金各个阶段的超额收益。2）基金经理是否变更☆14Mar 11, 2026Updated last week
- Detects the pipeline steps for any notebook files based on keywords.☆14Mar 18, 2023Updated 3 years ago
- Portfolio Quantitative Research☆12Feb 20, 2022Updated 4 years ago
- Project to model the trading of energy to different markets using various power plant models☆16Mar 24, 2022Updated 3 years ago
- Comprehensive Python Cheatsheet☆11Oct 12, 2022Updated 3 years ago
- ☆39Updated this week
- API Wrapper for the FINRA Query API☆12Jul 11, 2023Updated 2 years ago
- Modular aggregated order book for CeFi exchanges☆13May 25, 2023Updated 2 years ago
- n8n node to interact with Apify APIs☆38Feb 19, 2026Updated last month
- A High-Frequency Market-Making bot for CoinCheck.jp☆10Oct 30, 2017Updated 8 years ago
- ☆15Dec 16, 2022Updated 3 years ago
- websocket-benchmark☆11May 27, 2021Updated 4 years ago
- tldw☆12Jul 5, 2025Updated 8 months ago
- This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantit…☆25Feb 8, 2024Updated 2 years ago
- Asset basket allocator bot built with FastAPI, PyPortfolioOpt, Magentic and OpenBB☆13Mar 12, 2026Updated last week
- R package for the TD Ameritrade API☆14Feb 2, 2024Updated 2 years ago
- ☆10May 2, 2023Updated 2 years ago
- Zakamouline optimal delta hedging strategy python implementation.☆20Dec 11, 2022Updated 3 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- Bithoven is a smart contract language for composing powerful and secure instruments on Bitcoin. LR(1) parser with static analysis for com…☆42Feb 25, 2026Updated 3 weeks ago
- Historical Options Data Requests From Polygon.io API☆28Feb 3, 2026Updated last month
- Solving the card game 6 nimmt! with reinforcement learning☆14Dec 31, 2021Updated 4 years ago
- An extensible, dynamic and blazing fast derivatives trading engine☆12Feb 27, 2023Updated 3 years ago
- A collection of Pine Script code snippets that I find useful☆15Jun 5, 2018Updated 7 years ago
- Implements Path Shadowing Monte Carlo (PSMC).☆87Dec 19, 2024Updated last year
- "FastAgent: Simple, Fast, and Strong LLM Agents"☆53Feb 10, 2026Updated last month