rlindland / options-stat-arbView external linksLinks
A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging
☆11Jan 27, 2018Updated 8 years ago
Alternatives and similar repositories for options-stat-arb
Users that are interested in options-stat-arb are comparing it to the libraries listed below
Sorting:
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆14Aug 28, 2022Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Jan 27, 2018Updated 8 years ago
- A project of implementing, modeling, and simulating asset-backed securities.☆16Mar 27, 2018Updated 7 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Nov 6, 2024Updated last year
- ☆39Aug 2, 2021Updated 4 years ago
- Recurrent neural net trading bot, running on Keras and Tensorflow. Only compatible with IBKR API☆17Sep 6, 2022Updated 3 years ago
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 5 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Jan 9, 2025Updated last year
- Volatility trading☆22Oct 2, 2024Updated last year
- Hexital - Incremental Technical Analysis Library☆26Jan 28, 2026Updated 2 weeks ago
- Research on options using machine learning algorithms trained on historical data.☆18Aug 21, 2025Updated 5 months ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Apr 13, 2020Updated 5 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆81Jan 27, 2023Updated 3 years ago
- Financial technical and fundamental analysis indicator library for pystockdb.☆35Jan 15, 2026Updated 3 weeks ago
- Python implementation for regime-dependent portfolio optimization☆14Oct 14, 2023Updated 2 years ago
- A Visual Programming Language for Cryptocurrency Trading Strategies on Bybit☆25Jul 7, 2025Updated 7 months ago
- An extensible options trading bot built on top of Python.☆124Feb 1, 2023Updated 3 years ago
- Extract and visualize implied volatility from option chain data☆47Jun 2, 2025Updated 8 months ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Feb 11, 2021Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Oct 19, 2020Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆75Jun 22, 2022Updated 3 years ago
- Live SPY Algorithmic Backed bots for Day Trading Stocks by utilizing ALPACA / IBrokers as the REST Agents.☆36Dec 19, 2025Updated last month
- DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnig…☆32Sep 26, 2018Updated 7 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- ☆11May 16, 2021Updated 4 years ago
- Hypance is Binance trade bot project. Project data analysis solutions☆10May 2, 2023Updated 2 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆43Jul 14, 2024Updated last year
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆11Jan 12, 2026Updated last month
- A small framework to benchmark forecasting models via backtesting☆13Nov 25, 2023Updated 2 years ago
- ☆21Oct 31, 2025Updated 3 months ago
- Deep dive into stock portfolio☆14Mar 20, 2023Updated 2 years ago
- Pay Hub for decentralized web. Bring payment to every website without a payment center.☆10Jun 25, 2021Updated 4 years ago
- SciFin is a python package for Science & Finance.☆11Oct 25, 2020Updated 5 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 5 years ago
- ☆12May 26, 2021Updated 4 years ago
- Baruch MFE 2019 Spring☆43May 29, 2020Updated 5 years ago
- ☆15Dec 16, 2022Updated 3 years ago
- Multi Account (Self and Family Account) Handler☆27Feb 7, 2026Updated last week