CarloLepelaars / blackscholes

Related projects ⓘ

Alternatives and complementary repositories for blackscholes

• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆122Updated 4 years ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆62Updated last year
• ArturSepp / QuantInvestStrats
  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …
  ☆184Updated this week
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆141Updated this week
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆112Updated 10 months ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆123Updated 5 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆121Updated 6 months ago
• firmai / research
  Notebooks based on financial machine learning.
  ☆46Updated 4 years ago
• rodler / quantinsti_statarb
  ☆57Updated last year
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆111Updated 2 years ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆104Updated 8 months ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆76Updated 5 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆53Updated 5 years ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆58Updated last year
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆153Updated 5 years ago
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆28Updated 10 months ago
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆151Updated this week
• sumilk / algo_trading
  ☆134Updated last year
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆112Updated 2 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆87Updated 4 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆69Updated 4 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆105Updated this week
• thk3421-models / cardiel
  A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…
  ☆73Updated 4 months ago
• convergenceIM / alpha-scientist
  ☆69Updated 2 years ago
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆34Updated 2 years ago
• hashABCD / opstrat
  Option visualization python package
  ☆143Updated 10 months ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆81Updated 3 years ago
• saiteja-2811 / Image-Classification-for-Trading-Strategies
  Image Classification for Trading Strategies - Project for Machine Learning Class
  ☆38Updated 3 years ago
• harvey1673 / mlfinlab
  ☆34Updated 3 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆50Updated 10 months ago