robcarver17 / reportsLinks
Automatically generated reports and diagnostics of interest to futures traders
☆55Updated this week
Alternatives and similar repositories for reports
Users that are interested in reports are comparing it to the libraries listed below
Sorting:
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆166Updated last month
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆118Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆133Updated 5 years ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆161Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆135Updated 7 months ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆123Updated 3 years ago
- Macrosynergy Quant Research☆147Updated last week
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆253Updated this week
- Real-time & historical data API for US stocks and options☆61Updated last year
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆126Updated 3 years ago
- To classify trades into buyer- and seller-initiated.☆145Updated 2 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Option visualization python package☆154Updated last year
- Quantamental finance research with python☆149Updated 3 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆152Updated 10 months ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆218Updated 4 months ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆109Updated 4 months ago
- algorithmic trading using machine learning☆149Updated 2 weeks ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Option and stock backtester / live trader☆263Updated 7 months ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆308Updated 4 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 11 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year
- Get meaningful OHLCV datasets☆89Updated last week
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆135Updated last year
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆50Updated last year
- Simple backtesting software for options☆182Updated 11 months ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆165Updated 7 months ago