vincentjs / oshaughnesseyLinks
Implements the "Trending Value" strategy introduced by James O'Shaughnessey in his book, "What Works on Wall Street"
☆12Updated 3 years ago
Alternatives and similar repositories for oshaughnessey
Users that are interested in oshaughnessey are comparing it to the libraries listed below
Sorting:
- ☆25Updated 7 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Options Trader written in Python based off the ib_insync library.☆57Updated last year
- Python Code for Option Analysis☆44Updated 6 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆40Updated 6 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…☆48Updated 3 years ago
- ☆10Updated 10 years ago
- • 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
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- tools for finding/selecting options using the e*trade developer API☆44Updated 2 years ago
- ☆10Updated 7 years ago
- Contains the code for my financial machine learning articles☆49Updated 4 years ago
- Code samples for The Gateway.☆51Updated 6 years ago
- ☆17Updated 7 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Updated 8 years ago
- AlgoTrading101 Interactive Brokers Course ib_insync☆20Updated 3 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆67Updated 4 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆57Updated 2 years ago
- Analysis of mutual fund schemes in India☆15Updated 9 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆61Updated 5 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- A research/testing tool for stock trading strategies☆34Updated 7 years ago
- Deep Neural Network Trading collection of Tensorflow Jupyter notebooks☆62Updated 2 years ago
- R package for technical-analysis feature extraction - See package vignette for more details☆24Updated 4 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago
- ☆24Updated 6 years ago
- Source code for my personal blog☆194Updated 4 months ago
- ☆35Updated 7 years ago
- Interactive Brokers TWS API -- Historical data downloader☆56Updated 7 years ago