qusma / QPAS
Performance, risk, and execution analysis.
☆56Updated 3 years ago
Alternatives and similar repositories for QPAS:
Users that are interested in QPAS are comparing it to the libraries listed below
- A client/server system for acquiring, managing, and distributing financial data.☆71Updated 2 years ago
- Code samples for The Gateway.☆50Updated 6 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 7 years ago
- The Thalesians' Python library☆63Updated 8 years ago
- Algorithmic trading infrastructure in Python.☆98Updated 7 years ago
- Windows desktop algo trading with QuantConnect Lean engine.☆95Updated last month
- An automated system to store and maintain financial data.☆69Updated 5 years ago
- Securities Trading API controller using Twisted (IB-TWS, CQG, Realtick)☆45Updated 4 years ago
- pyEX + Zipline☆23Updated 2 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆111Updated 7 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆206Updated this week
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆112Updated 7 years ago
- Historical market data downloader using Interactive Brokers TWS☆58Updated 5 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆55Updated 2 years ago
- Framework for trading application on Interactive Brokers. Docker, kubernetes, terraform.☆23Updated 2 weeks ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- A real-time quantitative trading/backtesting platform in C#, supporting IB (full brokerage) and Google Finance (quote only). It adds R su…☆145Updated 2 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆120Updated 5 years ago
- Base Environment to create trading applications using publisher/subscribe pattern. The OANDAd daemon parses the tick stream of configured…☆48Updated last year
- Blog system for quant☆39Updated 9 years ago
- Automated trading strategies backtester☆49Updated 6 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆121Updated 5 years ago
- Run ib_insync with IBC Inside Docker Container☆22Updated 5 years ago
- archiving old code☆25Updated 7 years ago
- Python Code for Option Analysis☆43Updated 6 years ago
- Notebooks and stuff from quantfiction.com☆36Updated 4 years ago
- A set of simple tools to assist users of the Interactive Brokers API.☆27Updated 9 months ago
- Securities master database for algorithmic trading, backtesting, and data mining.☆56Updated 8 years ago
- A real-time portfolio analysis and alerts engine for options traders, built as a Google Sheets add-on and written in Typescript.☆33Updated 5 years ago
- Several diverse-universe market-agnostic trading algos that I like, cribbed from the open Community Forums at Quantopian☆34Updated 7 years ago