Quant Galore's repositories
option-probability-distribution
Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
mlb-runline
Sports Betting Algorithm for MLB Runline.
arimax-options
System for using ARIMAX models to trade options on the S&P 500.
spx-vol-engine
Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galore (The Quant's Playbook @ Substack)
statistical-arbitrage
System for Testing Statistical Arbitrage Strategy
kalshi-trading
System for Trading S&P 500 Daily Brackets on Kalshi Prediction Markets
volatility-surface
System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore
momentum-trading
System for Building and Modeling a Long/Short Momentum Trading Strategy
quant-super-system
A Multi-Strategy Quantitative Trading System using the TastyTrade API and Kalshi
gasoline-trading
System for trading RBOB Gasoline futures contracts based on CFTC data.
sp500-overnight-prediction
System for using Random Forest models to predict the S&P 500's overnight return.
selling-volatility
A System for Selling 0-DTE SPX Options
short-term-trading
Script for a Short-Term Asset Prediction Machine Learning Model - The Quant's Playbook @ Quant Galore
stock-range-prediction
System for creating Monte-Carlo-esque rolling price bands
volatility-trading
System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack
index-rebalancing
System for an S&P 500 Index Rebalancing Trading Strategy
mlb-prediction-algorithm
Algorithm for Estimating the winner of a given MLB matchup.
sec-speed-trading
System for Extracting, Classifying, and Evaluating Real-Time SEC Filings & Prices
trend-following
Modeling a Multi-Asset Trend-Following System
ark-rebalancing
System for Trading / Front-Running ARK ETF Rebalances
futures-quant-matrix
Original Source - Futures Sniffing: The Problem With Quantitative Alphas - The Quant's Playbook
nfl-quasi-arbitrage
Victory Margin Analysis for "Quasi-Arbitraging" NFL Markets - @ The Quant's Playbook