romanrdgz / smartcondorLinks
Option strategies analysis
β34Updated 9 years ago
Alternatives and similar repositories for smartcondor
Users that are interested in smartcondor are comparing it to the libraries listed below
Sorting:
- Modular trading models with Interactive Brokers and backtester in Pythonβ122Updated 6 years ago
- πΈ A long-short equity quantitative trading strategy (sentiment-based)β38Updated 7 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Pythonβ134Updated 3 years ago
- Zipline Extensions for QuantRocketβ18Updated 5 years ago
- β106Updated 8 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )β29Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Pythonβ92Updated 4 months ago
- QSTraderβ131Updated 6 years ago
- quantitative - Quantitative finance back testing libraryβ64Updated 6 years ago
- Technical Analysis Library Time-Seriesβ154Updated 3 months ago
- very fast python backtesting framework based on amibroker backtesting methodologyβ40Updated 7 years ago
- Options Trader written in Python based off the ib_insync library.β59Updated 2 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on oβ¦β58Updated 3 years ago
- portfolio construction and quantitative analysisβ142Updated 10 years ago
- Python Code for Option Analysisβ45Updated 6 years ago
- β’ Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spotβ¦β47Updated 4 years ago
- Python library for backtesting technical/mechanical strategies in the stock and currency marketsβ102Updated 8 years ago
- This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive β¦β73Updated 4 years ago
- Python framework for real-time financial and backtesting trading strategiesβ214Updated 9 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featurβ¦β68Updated 4 years ago
- Python Implementations of popular Algorithmic Trading Strategiesβ116Updated 7 months ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Modelβ124Updated 3 years ago
- IB Python API related.β23Updated 7 years ago
- Quantitative Finance using python - Derivatives Pricingβ45Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield changeβ78Updated 7 years ago
- Python functions and an associated Jupyter notebook for technical analysis of stock price data. Numpy is used for calculating technical β¦β44Updated last year
- MIT Trading Competition algorithmic trading of options and securitiesβ42Updated 6 years ago
- Futures trading database/backtester/analysisβ19Updated 6 years ago
- integrate backtrader with interactive brokersβ49Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Assetβs Returnβ37Updated 4 years ago