quantrocket-llc / zipline-extensions
Zipline Extensions for QuantRocket
☆18Updated 5 years ago
Alternatives and similar repositories for zipline-extensions:
Users that are interested in zipline-extensions are comparing it to the libraries listed below
- ☆106Updated 8 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Financial security modelling with Python and QuantLib☆33Updated 11 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Wrapper for Davis' Edwards excellent options valuation python code☆14Updated 7 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 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…☆57Updated 2 years ago
- ☆35Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- ☆45Updated 10 years ago
- ☆24Updated 6 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- Quantopian Pairs Trading algorithm implementation.☆59Updated 7 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆62Updated 4 years ago
- Interactive Brokers TWS API -- Historical data downloader☆56Updated 7 years ago
- Options Trader written in Python based off the ib_insync library.☆51Updated last year
- Extract and visualize implied volatility from option chain data☆36Updated 3 weeks ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆17Updated 9 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Automated trading system for NOPE strategy over IBKR TWS☆31Updated 4 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆58Updated 5 years ago
- An event-based backtester written in Python for algorithmic trading.☆44Updated 7 years ago