vollib / py_vollibLinks
☆346Updated last year
Alternatives and similar repositories for py_vollib
Users that are interested in py_vollib are comparing it to the libraries listed below
Sorting:
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆136Updated 8 months ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- Python Options Pricing Library☆279Updated 4 years ago
- Basic options pricing in Python☆314Updated 10 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆134Updated 3 weeks ago
- Calendars for various securities exchanges.☆536Updated last week
- A backtester and spreadsheet library for stocks and ETFs☆288Updated 3 months ago
- Fast and scalable construction of risk parity portfolios☆312Updated last year
- PyTrendFollow - systematic futures trading using trend following☆417Updated 7 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆309Updated 5 months ago
- Performance analysis of predictive (alpha) stock factors☆459Updated last week
- Quantitative finance research tools in Python☆431Updated 2 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆379Updated last year
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆366Updated 7 years ago
- 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 …☆96Updated last year
- Zipline Trader, a Pythonic Algorithmic Trading Library with broker integration☆324Updated last year
- Portfolio and risk analytics in Python☆519Updated last week
- Option visualization python package☆155Updated last year
- ezIBpy, a Pythonic Client for Interactive Brokers API☆332Updated 3 years ago
- Python LIbrary for reading DTN's IQFeed☆180Updated 6 months ago
- GPU-accelerated Factors analysis library and Backtester☆734Updated 4 months ago
- experiments with pair trading☆312Updated 8 months ago
- Option and stock backtester / live trader☆267Updated 8 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- Vectorized backtester and trading engine for QuantRocket☆226Updated 8 months ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆264Updated 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…☆168Updated last year
- Python client for interacting with the Tiingo Financial Data API (stock ticker and news data)☆285Updated last month
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆623Updated this week
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆700Updated 2 weeks ago