romanmichaelpaolucci / Dynamic_Algorithmic_Trading_Systems
Dynamic algorithmic trading systems in Python using Interactive Broker's Python API
☆19Updated 4 years ago
Alternatives and similar repositories for Dynamic_Algorithmic_Trading_Systems:
Users that are interested in Dynamic_Algorithmic_Trading_Systems are comparing it to the libraries listed below
- Algorithmic multi-greek hedges using Python☆18Updated 4 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- ☆35Updated 7 years ago
- A financial trading method using machine learning.☆60Updated last year
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Developing a trend following model using futures☆31Updated last year
- experiments with crypto trading☆15Updated 7 months ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆55Updated 5 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆12Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Updated 4 years ago
- Portfolio optimization with cvxopt☆36Updated last month
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago
- Delta hedging under SABR model☆27Updated 10 months ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- Dispersion Trading using Options☆32Updated 7 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- ☆24Updated 6 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 3 weeks ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 10 months ago
- ☆21Updated 5 years ago
- Option Strategy for Futures☆14Updated 4 years ago