sammuharem / beta-calculator
Python beta calculator that retrieves stock and market data and provides linear regressions.
☆13Updated 3 years ago
Alternatives and similar repositories for beta-calculator:
Users that are interested in beta-calculator are comparing it to the libraries listed below
- 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…☆65Updated 2 years ago
- Official Repository☆123Updated 3 years ago
- ☆33Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆64Updated 5 years ago
- integrate backtrader with interactive brokers☆45Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆88Updated last week
- streaming order book data from TD Ameritrade API☆34Updated 4 years ago
- Developed a deep learning model that allows trading firms to analyze large patterns of stock market data and look for possible permutatio…☆62Updated 5 years ago
- Risky Options Bot (Python, Interactive Brokers) Buy 2 DTE SPY Contracts on 3 consecutive 5-min higher closes and profit target on ne…☆47Updated 2 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆46Updated 11 months ago
- Developing a trend following model using futures☆31Updated last year
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- Some notebooks with powerful trading strategies.☆89Updated 4 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆34Updated last year
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆38Updated 2 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆29Updated last month
- 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
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆56Updated 2 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆44Updated 4 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆126Updated 2 years ago
- ☆125Updated 6 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
- Backtest result archive for Momentum Trading Strategies☆52Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆61Updated last year
- No Nonsense Forex Backtrader Strategy with Custom Indicator Studies☆29Updated 5 years ago
- Research and Backtests I have been working on...enjoy☆70Updated 4 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- Andreas Clenow - Stocks on the Move☆33Updated last year