rccannizzaro / QC-StrategyBacktest
☆33Updated 5 months ago
Alternatives and similar repositories for QC-StrategyBacktest:
Users that are interested in QC-StrategyBacktest are comparing it to the libraries listed below
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆128Updated 6 years ago
- ☆57Updated last year
- Backtest result archive for Momentum Trading Strategies☆49Updated 5 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆123Updated 5 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆126Updated 2 months ago
- Options Trader written in Python based off the ib_insync library.☆43Updated last year
- ☆24Updated 6 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆59Updated 3 years ago
- To classify trades into buyer- and seller-initiated.☆137Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆126Updated 3 years ago
- Research Repo (Archive)☆70Updated 4 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆113Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆100Updated 9 months ago
- Modular IB_Insync strategy --☆24Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Updated last year
- An event-driven backtester☆97Updated 5 years ago
- Notebooks based on financial machine learning.☆47Updated 4 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- integrate backtrader with interactive brokers☆43Updated 3 years ago
- Some notebooks with powerful trading strategies.☆87Updated 4 years ago
- This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive …☆64Updated 3 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 …☆49Updated 8 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆32Updated last year
- some zipline data bundles☆61Updated last year
- Another trading algo!☆34Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year