Alternatives and similar repositories for smartcondor:

Users that are interested in smartcondor are comparing it to the libraries listed below

• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆29Updated 4 years ago
• quantrocket-llc / zipline-extensions
  Zipline Extensions for QuantRocket
  ☆18Updated 5 years ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆90Updated 2 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆63Updated 6 years ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆35Updated 2 years ago
• jamesmawm / IB-Trading-Models-And-Backtester
  Modular trading models with Interactive Brokers and backtester in Python
  ☆122Updated 5 years ago
• jsisaacs / QuantStrategies
  💸 A long-short equity quantitative trading strategy (sentiment-based)
  ☆38Updated 7 years ago
• samuelfu / TradingBot
  MIT Trading Competition algorithmic trading of options and securities
  ☆42Updated 6 years ago
• quantstart / qstrader
  QSTrader
  ☆133Updated 6 years ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆44Updated 7 years ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆139Updated 9 years ago
• ultra1971 / backtrader_ib_insync
  Async integration between backtrader and Interactive brokers.
  ☆71Updated last year
• solaristrading / AmibrokerPython
  Amibroker Plugin DLL that embeds the Python 3.4 interpreter for use within Amibroker.
  ☆26Updated 10 years ago
• ldt9 / PyOptionTrader
  Options Trader written in Python based off the ib_insync library.
  ☆51Updated last year
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆62Updated 4 years ago
• vrishank97 / AlgoTrading
  Python Implementations of popular Algorithmic Trading Strategies
  ☆116Updated 3 months ago
• yzoz / python-option-calculator
  Vanilla option pricing and visualisation using Black-Scholes model in pure Python
  ☆127Updated 2 years ago
• Jenniferab32 / OptionAnalysis
  Python Code for Option Analysis
  ☆44Updated 6 years ago
• denhartog / quantstart-backtester
  ☆45Updated 10 years ago
• PeterPanonGit / IBridgePy
  libraries and algorithms for IBridgePy
  ☆34Updated 10 years ago
• romanmichaelpaolucci / Algorithmic_Delta_Hedging
  A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
  ☆58Updated 5 years ago
• rodler / quantinsti_statarb
  ☆60Updated 2 years ago
• quantrocket-llc / ibpythonic
  IbPy-like interface for the Interactive Brokers Python API
  ☆59Updated last year
• philfoster / option_screener
  tools for finding/selecting options using the e*trade developer API
  ☆43Updated 2 years ago
• namelessfintech / QuantAnalysis1
  Basic python libraries for building technical indicators and trading signals
  ☆17Updated 8 years ago
• hackingthemarkets / backtrader-interactive-brokers
  integrate backtrader with interactive brokers
  ☆45Updated 3 years ago
• llazzaro / analyzer
  Python framework for real-time financial and backtesting trading strategies
  ☆212Updated 9 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• DarthRecca / AlgorithmicTrading
  Using the Zerodha KiteConnect API platform to build an algorithmic market/exchange trading program template.
  ☆25Updated 6 years ago