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

• 0xFaust12 / alt_data_factor_research
  ☆47Updated 6 months ago
• mcakes / assignment_0219
  Trading intern test
  ☆33Updated 6 years ago
• alexbotsula / Price_direction_forecast
  ☆43Updated 5 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆39Updated 4 years ago
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆40Updated 7 months 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…
  ☆12Updated last year
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆24Updated 8 months ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆37Updated 2 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆112Updated 11 months ago
• JackMansfield2019 / CQF_Trading_Competition
  Cornell Quant Fund 2022 Trading competition Options Case winner
  ☆15Updated 2 years ago
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆30Updated 11 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…
  ☆71Updated 4 years ago
• sap215 / StatArbPairsTrading
  This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…
  ☆64Updated last year
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆157Updated last week
• gingfacekillah / Financial-Modelling-in-R
  A collection of scripts for modelling financial markets & options in R.
  ☆52Updated 2 months ago
• jshellen / statarb
  ☆31Updated 3 years ago
• gaugau3000 / mc_sim_fin
  Montecarlo simulations/analysis for finance (equity simulator)
  ☆34Updated last year
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆22Updated last year
• theopenstreet / VPIN_HFT
  ☆112Updated 7 years ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆60Updated 8 months ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• andrewlfc7 / BFX-BSI
  Orderflow trading bot based on BSI
  ☆17Updated 8 months ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆53Updated 6 years ago
• FranklinMa810 / Market-Microstructure
  ☆21Updated 5 years ago
• kurupjayesh / Dispersion-Trading-using-Options
  Dispersion Trading using Options
  ☆32Updated 8 years ago
• ilpomo / open-core
  Python framework to easily build massively parallel, concurrent, and asynchronous event-based code that follows the actor model.
  Updated 7 months ago
• nostoz / deribit_volatility_download_and_visualize
  Load, build and visualize volatility analytics from Deribit.
  ☆26Updated last year
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago
• hangukquant / hangukquant.github.io
  Documentation for hangukquant/quantpylib
  ☆25Updated 3 weeks ago