Alternatives and similar repositories for reports

Users that are interested in reports are comparing it to the libraries listed below

• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆146Updated 6 months ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆147Updated last year
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆140Updated last year
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆125Updated 3 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆69Updated 4 years ago
• NDelventhal / cot_reports
  cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…
  ☆181Updated last year
• AlainDaccache / Quantropy
  Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…
  ☆173Updated last year
• baileydanseglio / thetadata-python
  Real-time & historical data API for US stocks and options
  ☆67Updated last year
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 7 years ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆85Updated last week
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆42Updated 2 years ago
• beinghorizontal / tpo_project
  Visualisation for auction market theory with live charts
  ☆128Updated 5 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆155Updated 3 years ago
• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆127Updated 4 years ago
• OptionsnPython / Option-strategies-backtesting-in-Python
  Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
  ☆162Updated 4 years ago
• Robot-Wealth / trader-tales
  ☆100Updated 3 months ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆246Updated last year
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆154Updated 3 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆201Updated 2 weeks ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆166Updated last week
• hashABCD / opstrat
  Option visualization python package
  ☆159Updated 2 years ago
• quantbelt / ib_fundamental
  Interactive Brokers Fundamental data for humans
  ☆99Updated 6 months ago
• sirnfs / OptionSuite
  Option and stock backtester / live trader
  ☆282Updated last year
• tobiasbrodd / backtester
  An event-driven backtester
  ☆112Updated 6 years ago
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆194Updated last year
• ldt9 / PyOptionTrader
  Options Trader written in Python based off the ib_insync library.
  ☆64Updated 2 years ago
• Manudecara / Algo-Trading
  This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…
  ☆135Updated 4 years ago
• gaugau3000 / mc_sim_fin
  Montecarlo simulations/analysis for finance (equity simulator)
  ☆50Updated 2 years ago
• hudson-and-thames / backtest_tutorial
  ☆153Updated 2 years ago
• sofienkaabar / trend-following-strategies
  Official Repository
  ☆133Updated 4 years ago