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  • šŸ‘‹ Hi, Iā€™m @Rupinder2002
  • šŸ‘€ Iā€™m interested in python programming especially in algorithmic trading...
  • šŸŒ± Iā€™m currently learning how to do algo trading , data analysis ...
  • šŸ’žļø Iā€™m looking to collaborate on projects in field of algorithmic trading ...
  • šŸ“« How to reach me ...
  • My insta ID is its_rupinder_edits

Rupinder Singh's Projects

paper-trading icon paper-trading

An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.

paper-trading-bot icon paper-trading-bot

paper trading bot based on ema crossover ,live paper trade, stock selection based high ema slope

pyorderbooktrading icon pyorderbooktrading

Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.

python-mini-project icon python-mini-project

An open-source Python project series where beginners can contribute and practice coding.

python-nse-option-chain-analyzer icon python-nse-option-chain-analyzer

The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain and visually displays the trend in various indicators useful for Technical Analysis.

python-quantitative-trading-strategies- icon python-quantitative-trading-strategies-

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

python_option_pricing icon python_option_pricing

An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options

quantitative---options-investment-strategy icon quantitative---options-investment-strategy

Our project aims to analyze and obtain an options investment strategy, having the Oil Futures (WTI Crude Oil) as underlying. The analysis is based on a Monte Carlo simulation that takes the historical data of the underlying from Yahoo Finance; it calculates its historical volatility and indicates its latest price (May 9, 2020). On the basis of the prices, the risk free rate and the maturity taken as reference (17 June 2020), it carries out ā€œiā€ simulations, for a predetermined number of steps, estimating the average price at maturity. After running the Monte Carlo simulation, through the Black-Scholes-Merton model, we calculate the price of the options with the data of May 9, 2020. We also present an alternative calculation through the Black model (which are almost equal). Once the prices of the options have been calculated, we have evaluated which strategy to implement based on the options available on the market. We therefore opted for a Put Spread Ratio strategy which consists of buying a Put with a strike price of 30 and shorting 2 Put with a strike price of 25. Then we have the profit positions of the individual options, reaching the graphic screen of the strategy and indicating the maximum payoffs and minimums. Finally, we concluded with the calculation of the Greek and the respective plots. We also present part of the project using an open source library, QuantLib.

renko---python_trader icon renko---python_trader

Uses the Renko Brick plotting strategy to trade Bitcoin on BitMex using the MACD trading strategy.

renko-stocktrends icon renko-stocktrends

A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc

rnn_lstm_trading_model icon rnn_lstm_trading_model

This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture. This is for single stock prediction and backtesting, another RNN LSTM network and backtester for multiple-stock portfolio will be added soon.

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