tyrneh / options-implied-probabilityLinks
OIPD: (1) computes the market's expectations about the probable future prices of an asset, (2) offers a full arbitrage-free volatility surface fitter
☆312Updated last week
Alternatives and similar repositories for options-implied-probability
Users that are interested in options-implied-probability are comparing it to the libraries listed below
Sorting:
- 2025-trading-automation-scripts☆120Updated 3 months ago
- Dealers' gamma exposure (GEX) tracker☆172Updated 2 years ago
- A Python library for evaluating option trading strategies.☆477Updated last month
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆629Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆496Updated last week
- A dockerized Jupyter quant research environment.☆231Updated this week
- Option and stock backtester / live trader☆282Updated last year
- A sentiment analyzer package for financial assets and securities utilizing GPT models.☆190Updated last year
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆148Updated 6 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆204Updated last week
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆141Updated last year
- ☆152Updated 2 years ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆331Updated last year
- ☆382Updated last month
- Option visualization python package☆159Updated 2 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆196Updated last year
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆181Updated last year
- The official Python client library for Databento☆241Updated 2 weeks ago
- IBind is a REST and WebSocket client library for Interactive Brokers Client Portal Web API.☆367Updated last month
- Pytrade.org is a curated list of Python libraries and resources for algorithmic trading☆205Updated 8 months ago
- A python library for computing technical analysis indicators on streaming data.☆143Updated 9 months ago
- experiments with pair trading☆332Updated last year
- Interactive Brokers Fundamental data for humans☆100Updated 7 months ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆147Updated last year
- ☆150Updated last month
- The Next-Gen Algorithmic Trading Framework 🚀 (Early Beta)☆357Updated 10 months ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆672Updated this week
- PrimoGPT: Finance Reinforcement Learning and Natural Language Processing☆343Updated last month
- ☆120Updated 3 years ago
- Trading-bot in python using django, vertorbt lib and interactive-brokers☆179Updated last month