Python implementation of trading strategies discussed in the book "Algorithmic Trading" By Ernie Chan using data from Indian markets.

A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

Master's Thesis project: Hedging: A Comparative Study Using Machine Learning and Traditional Methods

A drawdown is a peak-to-trough decline during a specific period for an investment, trading account, or fund

Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for development set, final cross-validation in test set; Calculates mod…

Python Library to get publicly available data on NSE website ie. stock quotes, historical data, live indices

Python codes used in book 'Option Greeks Strategies & Backtesting in Python'

Intraday Options Straddlle Backtstin on 1minute Bank Nifty Options.

Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments include spot, forward, and futures contracts. DDH helps tra…

Option trading platform on NSE (India) for Upstox

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

A Python-based stock screener to find stocks with potential breakout probability from NSE India.

Code and data for my blogs

The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site and then generates useful analysis of the Option Chain for the…

Dispersion trading assignment based on implied and realized correlations of index v/s components

Dispersion Trading using Options

A simple Markov Chain strategy backtester in Python.

Quantitative analysis, strategies and backtests

A library of quantiative algorithms for algorithmic trading implemented with Python

Root-finding algos, Black-Scholes and trees with Python

Visualisation for auction market theory with live charts

A high-frequency trading and market-making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and o…

powerful ai-copilot for quant traders and researchers

This is the updateed XTS Python API Client library , which has both Marketdata and Interactive services for IBT client, Regular Dealer and Pro Dealer. This Updated SDK has updated endpoints and fun…

trade from excel with XTS api

XTS APIs enable developers to build potent solutions, from trading execution to real-time market data. Creating an App binds you to a specific API type, granting an API key for authentication in ea…

Intraday trading involves buying and selling of stocks within the same trading day. Here stocks are purchased, not with an intention to invest, but for the purpose of earning profits by harnessing …

Fully-automated Intraday Algo-Trading system in stock index