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Trade Frame
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369
C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]
Py_vollib_vectorized
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8
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
Greeks
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6
Option price calculation based on Black Scholes equation
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