teddykoker / survivorship-free-spyLinks
☆114Updated last year
Alternatives and similar repositories for survivorship-free-spy
Users that are interested in survivorship-free-spy are comparing it to the libraries listed below
Sorting:
- Source code for my personal blog☆194Updated 4 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆133Updated 5 years ago
- ☆194Updated 5 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 4 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- Machine learning end-to-end research and trade execution☆97Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆263Updated 2 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆149Updated 3 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆308Updated 4 months ago
- Pipeline Extension for Live Trading☆207Updated last year
- Quantitative finance research tools in Python☆429Updated 2 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆119Updated 5 months ago
- ☆212Updated 7 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆169Updated 3 years ago
- QSTrader☆131Updated 6 years ago
- tpqoa is a Python wrapper package for the Oanda REST API v20 for algorithmic trading.☆181Updated 2 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆261Updated 6 years ago
- To classify trades into buyer- and seller-initiated.☆145Updated 2 years ago
- Python Options Pricing Library☆279Updated 4 years ago
- Option Calculator using Black-Scholes model and Binomial model☆170Updated 5 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆166Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Simple backtesting software for options☆182Updated 11 months ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆212Updated 4 years ago
- Fast and scalable construction of risk parity portfolios☆306Updated last year
- An open source library for portfolio optimisation☆360Updated last year