tyrneh / options-implied-probabilityLinks
OIPD computes the market's expectations about the probable future prices of an asset, based on information contained in options data.
☆305Updated last month
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☆118Updated 2 months ago
- A dockerized Jupyter quant research environment.☆227Updated this week
- Dealers' gamma exposure (GEX) tracker☆166Updated 2 years ago
- A Python library for evaluating option trading strategies.☆464Updated 2 weeks ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆473Updated this week
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆192Updated last year
- experiments with pair trading☆332Updated last year
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆619Updated last year
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆326Updated 11 months ago
- ☆152Updated 2 years ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆180Updated last year
- A sentiment analyzer package for financial assets and securities utilizing GPT models.☆188Updated last year
- Pytrade.org is a curated list of Python libraries and resources for algorithmic trading☆195Updated 7 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆140Updated last year
- Option and stock backtester / live trader☆281Updated last year
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆145Updated 5 months ago
- ☆373Updated last year
- ☆150Updated last week
- Live upstream is now at https://github.com/ib-api-reloaded/ib_async; sadly, the orignial creator Ewald has died and now we must continue …☆98Updated last year
- Trading-bot in python using django, vertorbt lib and interactive-brokers☆179Updated 3 weeks ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆197Updated last week
- PrimoGPT: Finance Reinforcement Learning and Natural Language Processing☆333Updated 3 weeks ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆68Updated last year
- Code repository for the book "Hands On AI Trading with Python, QuantConnect, and AWS."☆289Updated 3 weeks ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆26Updated 2 weeks ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆145Updated last year
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆302Updated this week
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆662Updated 3 weeks ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆284Updated this week
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆537Updated last year