Final Project for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies
☆11Jul 7, 2021Updated 4 years ago
Alternatives and similar repositories for finm33150-final-project
Users that are interested in finm33150-final-project are comparing it to the libraries listed below
Sorting:
- ☆12Dec 22, 2023Updated 2 years ago
- Volatility models for stock prices using deep learning and mixture models.☆16Aug 20, 2022Updated 3 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 5 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Feb 25, 2026Updated last week
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆15Sep 12, 2020Updated 5 years ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 3 years ago
- ☆15Apr 6, 2022Updated 3 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆16May 26, 2017Updated 8 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆18Apr 15, 2022Updated 3 years ago
- Baruch MFE 2019 Spring☆44May 29, 2020Updated 5 years ago
- Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathe…☆18Apr 30, 2021Updated 4 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Feb 21, 2020Updated 6 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Dec 26, 2022Updated 3 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆23Jun 24, 2022Updated 3 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆27Sep 9, 2020Updated 5 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Publicly available Bots for trading on delta☆31May 1, 2019Updated 6 years ago
- Systematic Volatility Research and Backtesting for equity options☆20Updated this week
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Jun 28, 2022Updated 3 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆38Oct 3, 2018Updated 7 years ago
- AIFI bootcamp☆13Mar 2, 2022Updated 4 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- The project is advised by Professor Robert Engle in his FINANCIAL ECONOMETRICS PhD course. I made comparison between the performance of d…☆10Sep 14, 2018Updated 7 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- Hull-White 1/2 Factor Dynamics☆15Aug 20, 2022Updated 3 years ago
- Binance Leaderboard Copier☆12Aug 24, 2021Updated 4 years ago
- I created some notebooks about different concepts of financial engineering☆10Sep 28, 2025Updated 5 months ago
- ☆10Mar 16, 2022Updated 3 years ago
- AI to Play Elden Ring☆11Oct 26, 2024Updated last year
- ☆12Dec 21, 2022Updated 3 years ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆40Dec 17, 2025Updated 2 months ago
- ☆10Nov 4, 2018Updated 7 years ago