yassinemaaroufi / MibianLibLinks
Python Options Pricing Library
☆279Updated 4 years ago
Alternatives and similar repositories for MibianLib
Users that are interested in MibianLib are comparing it to the libraries listed below
Sorting:
- Basic options pricing in Python☆314Updated 10 years ago
- ☆346Updated last year
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆309Updated 5 months ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆379Updated last year
- PyTrendFollow - systematic futures trading using trend following☆417Updated 7 years ago
- Option and stock backtester / live trader☆267Updated 8 months ago
- A backtester and spreadsheet library for stocks and ETFs☆288Updated 3 months ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆134Updated 3 weeks ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆136Updated 8 months ago
- Option visualization python package☆155Updated last year
- Quantitative finance research tools in Python☆431Updated 2 years ago
- ☆502Updated 2 years ago
- ezIBpy, a Pythonic Client for Interactive Brokers API☆332Updated 3 years ago
- Simple backtesting software for options☆184Updated last year
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆479Updated 3 years ago
- Option Calculator using Black-Scholes model and Binomial model☆172Updated 5 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆264Updated 2 years ago
- A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc☆258Updated last year
- Pipeline Extension for Live Trading☆207Updated 2 years ago
- The code used for the article "Interactive Brokers Python API (Native) – A Step-by-step Guide" on the AlgoTrading101 Blog☆242Updated 2 years ago
- Vectorized backtester and trading engine for QuantRocket☆226Updated 8 months ago
- A Python library for evaluating option trading strategies.☆410Updated 3 months ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Technical Indicators used in Stock Market Analysis☆468Updated 3 years ago
- Quantitative Finance and Algorithmic Trading☆374Updated 10 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- Numerical trendline algorithms for technical analysis of financial securities.☆247Updated 5 years ago
- Repository of demo strategies for the Blueshift platform☆172Updated 2 years ago