Alternatives and similar repositories for a7

Users that are interested in a7 are comparing it to the libraries listed below

• svenhsia / Calibrating-Rough-Volatility-Models-with-Deep-Learning
  This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.
  ☆49Updated 6 years ago
• JackJacquier / SSVI
  Surface SVI parameterisation and corresponding local volatility
  ☆46Updated 5 years ago
• sigurdroemer / rough_volatility
  The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…
  ☆54Updated 2 years ago
• YuMan-Tam / deep-hedging
  Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
  ☆158Updated 4 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆89Updated 6 years ago
• kannansingaravelu / PythonResources
  My curated list of resources on Data Science, Machine Learning, and Quantitative Finance
  ☆63Updated last year
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆99Updated 4 months ago
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆50Updated last month
• amuguruza / NN-StochVol-Calibrations
  We implement the paper: Deep Learning Volatility
  ☆188Updated 5 years ago
• harvey1673 / mlfinlab
  ☆38Updated 3 years ago
• tdmdal / rl-hedge-2019
  ☆49Updated 4 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆159Updated last month
• jgatheral / RoughVolatilityWorkshop
  QuantMinds Rough Volatility Workshop lectures
  ☆35Updated 6 months ago
• FinancialComputingUCL / LOBFrame
  We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
  ☆160Updated 11 months ago
• thedatabeat / SVI
  ☆50Updated 7 years ago
• ryanmccrickerd / rough_bergomi
  A Python implementation of the rough Bergomi model.
  ☆119Updated 6 years ago
• wangys96 / SVI-Volatility-Surface-Calibration
  SVI volatility surface model and an example of China 50ETF option
  ☆70Updated 5 years ago
• jkirkby3 / PROJ_Option_Pricing_Matlab
  Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…
  ☆191Updated 6 months ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆199Updated 2 years ago
• mzizi-io / code-more
  Learning project by project.
  ☆19Updated 3 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆119Updated 5 years ago
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆193Updated last year
• sstoikov / microprice
  ☆392Updated 4 years ago
• cheerzzh / CPP-design-pattern-derivatives-pricing
  My codes and notes for Joshi's book: c++ design patterns and derivatives pricing
  ☆129Updated 10 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆237Updated 7 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆119Updated last year
• nicolezattarin / LOB-feature-analysis
  Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
  ☆218Updated 3 years ago
• antdvid / FastAmericanOptionPricing
  Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included f…
  ☆48Updated 4 years ago
• W-J-Trenberth / Exotix-option-pricing-by-Monte-Carlo
  Python code for pricing exotic options, such as Asian options, Barrier options and Look-back options using Monte Carlo methods.
  ☆26Updated 5 years ago
• bdingjd / One-Factor-Hull-White-Pricing-Model
  ☆11Updated 6 years ago