robcarver17 / reports
Automatically generated reports and diagnostics of interest to futures traders
☆48Updated this week
Alternatives and similar repositories for reports:
Users that are interested in reports are comparing it to the libraries listed below
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆56Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆93Updated 8 months ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆119Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆74Updated 6 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆147Updated this week
- 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 7 months ago
- Interactive Brokers Fundamental data for humans☆52Updated 4 months ago
- Get meaningful OHLCV datasets☆76Updated this week
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆57Updated 5 months ago
- Macrosynergy Quant Research☆111Updated this week
- ☆32Updated 4 months ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆47Updated last year
- Quantamental finance research with python☆141Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆115Updated last year
- Real-time & historical data API for US stocks and options☆59Updated 6 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆61Updated 4 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆24Updated 5 years ago
- To classify trades into buyer- and seller-initiated.☆134Updated 2 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆123Updated last month
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆112Updated 2 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆33Updated last year
- Option visualization python package☆145Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆226Updated this week
- Visualisation for auction market theory with live charts☆121Updated 4 years ago
- Python library for asset pricing☆107Updated 10 months ago
- ☆82Updated 2 years ago
- Interactive Brokers TWS API -- Historical data downloader☆53Updated 6 years ago