romanmichaelpaolucci / Quant_Dev
A solution to critical stages of algorithmic trading system development using Interactive Broker's Java API
☆57Updated 4 years ago
Related projects: ⓘ
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆53Updated 4 years ago
- ☆35Updated 2 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆84Updated 2 years ago
- Financial Machine Learning and Algorithmic Trading with Python☆43Updated 4 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆70Updated 4 years ago
- Forex & Equities Trading Strategies using Machine Learning, Deep Learning and Statistical Techniques☆81Updated 5 years ago
- Some notebooks with powerful trading strategies.☆78Updated 3 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆37Updated 6 years ago
- Visual style support and resistance detection using Python code☆60Updated 5 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆49Updated 3 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 5 years ago
- quantitative - Quantitative finance back testing library☆62Updated 5 years ago
- Visualization Tool for Deribit Options☆76Updated 4 years ago
- ☆51Updated last year
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆109Updated 2 years ago
- Quantopian Pairs Trading algorithm implementation.☆58Updated 7 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆114Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆93Updated 5 years ago
- This repository holds the code examples for implementing the Interactive Brokers API. More information can be found at the link:☆49Updated 3 years ago
- An event-driven backtester☆87Updated 4 years ago
- Interactive Brokers TWS API -- Historical data downloader☆50Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆118Updated 2 years ago
- ☆51Updated 6 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆111Updated 3 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆113Updated 2 years ago
- QSTrader☆124Updated 5 years ago
- A python application used to interact with the Interactive Brokers REST API.☆85Updated last year
- ☆20Updated 6 years ago
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆64Updated last year
- Python Code for Option Analysis☆43Updated 5 years ago