yassinemaaroufi / MibianLibLinks
Python Options Pricing Library
☆277Updated 4 years ago
Alternatives and similar repositories for MibianLib
Users that are interested in MibianLib are comparing it to the libraries listed below
Sorting:
- ☆339Updated last year
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆305Updated 3 months ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆373Updated last year
- Simple backtesting software for options☆181Updated 10 months ago
- Basic options pricing in Python☆312Updated 10 years ago
- Option and stock backtester / live trader☆263Updated 6 months ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- Option visualization python package☆153Updated last year
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆132Updated 5 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆132Updated 2 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆133Updated 6 months ago
- A backtester and spreadsheet library for stocks and ETFs☆285Updated last month
- Pipeline Extension for Live Trading☆207Updated last year
- Option Calculator using Black-Scholes model and Binomial model☆170Updated 5 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆118Updated 4 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆241Updated last year
- QSTrader☆132Updated 6 years ago
- ☆114Updated last year
- PyTrendFollow - systematic futures trading using trend following☆413Updated 7 years ago
- Automatically identifies support and resistance lines on a stock chart using reversal points, displays candlestick chart.☆300Updated 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…☆160Updated last year
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆135Updated 4 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆262Updated 2 years ago
- A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc☆256Updated last year
- A nimble options backtesting library for Python☆1,130Updated 11 months ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆247Updated 4 months ago
- Quantitative finance research tools in Python☆427Updated 2 years ago
- Vectorized backtester and trading engine for QuantRocket☆221Updated 6 months ago
- Quantitative Finance tools☆551Updated last year
- Source code for my personal blog☆194Updated 3 months ago