Rupinder Singh's Projects
option chain in near real-time. u just need a free account with qtsapp for using this
an automated profitable stock market rule based strategy automated using python backtested for last 4 years
Developing Options Trading Strategies using Technical Indicators and Quantitative Methods
Pairs trading strategy example based on Catalyst
An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.
paper trading bot based on ema crossover ,live paper trade, stock selection based high ema slope
Daily updated Equity Put/Call Ratio vs QQQ
Multi Strategy Trading Algorithm
Write Processing sketches in Python
Fun Projects On Automation with python
A python script to fetch FNO stocks from NSE and find the Put to Call ratio of the options. The script also writes the data to a google sheet.
Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.
Python Software Foundation GSoC Blog Platform
Materials and resources for the Python Hackathon hosted by the QCBio - UCLA
An open-source Python project series where beginners can contribute and practice coding.
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.
Basic Python projects, good first issue
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 training for business analysts and traders
An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options
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 āiā 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.
Stock Trading Bot using Deep Q-Learning
Uses the Renko Brick plotting strategy to trade Bitcoin on BitMex using the MACD trading strategy.
A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc
Example of adaptive trend following strategy based on Renko
Quant/Algorithm trading resources with an emphasis on Machine Learning
Public repo holding our projects: systematic models on financial markets
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.