Alternatives and similar repositories for Implied-PDF-from-crypto-option-prices

Users that are interested in Implied-PDF-from-crypto-option-prices are comparing it to the libraries listed below

• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆195Updated 3 months ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆74Updated 5 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆44Updated 5 years ago
• PavanAnanthSharma / Dynamic-Delta-Hedging
  Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…
  ☆16Updated 2 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆47Updated 2 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆97Updated 5 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆27Updated last year
• IanLKaplan / pairs_trading
  ☆34Updated 2 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• kurupjayesh / Dispersion-Trading-using-Options
  Dispersion Trading using Options
  ☆33Updated 8 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆74Updated 5 years ago
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆43Updated last year
• alexbotsula / Price_direction_forecast
  ☆49Updated 6 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 7 years ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆125Updated 2 months ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆135Updated last year
• chenenen13 / Trading-Strategies
  ☆85Updated last year
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆65Updated 6 years ago
• sumilk / algo_trading
  ☆141Updated 2 years ago
• thedatabeat / SVI
  ☆53Updated 8 years ago
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆67Updated 8 months ago
• issaz / signature-regime-detection
  Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…
  ☆36Updated 2 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• jshellen / statarb
  ☆38Updated 4 years ago
• charlesmalafosse / custom-factor-model
  Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"
  ☆19Updated 4 years ago
• gaugau3000 / mc_sim_fin
  Montecarlo simulations/analysis for finance (equity simulator)
  ☆48Updated 2 years ago
• sap215 / StatArbPairsTrading
  This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…
  ☆68Updated last year
• bottama / Dynamic-Derivatives-Portfolio-Hedging
  Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…
  ☆57Updated 4 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆122Updated last year