yuba316 / OptionBackTestLinks
from for/if/else to my first option back-test function
☆16Updated 4 years ago
Alternatives and similar repositories for OptionBackTest
Users that are interested in OptionBackTest are comparing it to the libraries listed below
Sorting:
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- 雪球结构产品定价☆29Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆26Updated last year
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆12Updated 2 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆14Updated last year
- High Frequency Trading Strategies☆45Updated 7 years ago
- Market making strategies and scientific papers☆13Updated last year
- ☆19Updated 5 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 3 years ago
- ☆23Updated 5 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆19Updated last year
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆20Updated 6 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆9Updated last month
- ☆25Updated 2 years ago
- ☆12Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆18Updated 3 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 3 years ago
- ☆19Updated 6 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆47Updated 5 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- High Frequency Jump Prediction Project☆36Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- My first high-frequency trading strategy using machine learning☆17Updated 2 years ago