☆26Sep 28, 2025Updated 9 months ago
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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Nov 24, 2023Updated 2 years ago
- System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore☆18Jan 8, 2024Updated 2 years ago
- Cornell Quant Fund 2022 Trading competition Options Case winner☆21Dec 9, 2022Updated 3 years ago
- Repo for Crypto Option Calibration project in CMF☆14Dec 10, 2022Updated 3 years ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆20Sep 15, 2022Updated 3 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆18Sep 13, 2024Updated last year
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Frame…☆10Apr 20, 2023Updated 3 years ago
- Python code to integrate Lotka-Volterra equations for Predator-Prey systems☆13Aug 10, 2018Updated 7 years ago
- ☆25Jan 5, 2018Updated 8 years ago
- Competitive Lotka–Volterra equations, solved using Runge-Kutta methods. Four dimensional system.☆12Dec 31, 2025Updated 6 months ago
- A utility tool for overlaying a transparent screenshot crop on top of your screen☆16Apr 15, 2022Updated 4 years ago
- ☆11Apr 10, 2025Updated last year
- Obtain options data from Interactive Brokers (IBKR) API☆10Nov 11, 2022Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Stock/ETF auto-trading code in R for IBAPI☆10Aug 1, 2018Updated 7 years ago
- ☆14Oct 23, 2017Updated 8 years ago
- Time series forecasting for common inflators and economic indices using the forecast package in R.☆10Feb 28, 2017Updated 9 years ago
- An Agent-Based Financial Platform. See how evolve agents in a realistic double auction order book☆12Jun 21, 2022Updated 4 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- An introduction to git.☆11Feb 18, 2015Updated 11 years ago
- Quant interview problems with answers.☆15Aug 16, 2018Updated 7 years ago
- hadoop-tutorials☆12Sep 4, 2013Updated 12 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- ☆14Sep 19, 2024Updated last year
- Renko Strategy for freqtrade☆12May 24, 2023Updated 3 years ago
- ☆29Oct 7, 2022Updated 3 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 11 months ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- Dispersion Trading using Options☆33Apr 9, 2017Updated 9 years ago
- A Python package for PME (Public Market Equivalent) calculation☆14Jan 16, 2026Updated 6 months ago
- Some Quant ideas in Backtrader☆12Jan 12, 2022Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆16Jan 27, 2022Updated 4 years ago
- Rust implementation of glass: ordered set data structure for client-side order books☆28Updated this week
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- The homework assignments finished for the coursera specialization "Probabilistic Graphical Models"☆13Jun 16, 2017Updated 9 years ago
- Class materials of Credit Risk Management taught by prof. Ed Hayes☆14Feb 22, 2018Updated 8 years ago
- A hyperformant order book solana vm☆18Oct 16, 2024Updated last year