russs123 / Trading_Strategy_BacktestsLinks
A collection of my trading strategy backtests in Python
☆29Updated 4 years ago
Alternatives and similar repositories for Trading_Strategy_Backtests
Users that are interested in Trading_Strategy_Backtests are comparing it to the libraries listed below
Sorting:
- Extract and visualize implied volatility from option chain data☆39Updated 3 weeks ago
- Collections of snippets for trading I find interesting☆26Updated 5 months ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆18Updated last year
- PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to f…☆19Updated 2 years ago
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆12Updated 4 months ago
- ☆35Updated 7 years ago
- AlgoTrading101 Interactive Brokers Course ib_insync☆20Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Updated 3 years ago
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆18Updated 4 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆67Updated 4 years ago
- A simple framework for quick and dirty backtesting☆25Updated last month
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Updated 4 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- experiments with crypto trading☆16Updated 11 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆22Updated 7 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆59Updated 5 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- finance☆43Updated 7 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- A starter code to review distribution of a strategy returns and assess Monte Carlo distribution of returns☆22Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago