GBERESEARCH / optionvisualizer
Visualize option prices and sensitivities
☆50Updated 3 months ago
Alternatives and similar repositories for optionvisualizer:
Users that are interested in optionvisualizer are comparing it to the libraries listed below
- Extract and visualize implied volatility from option chain data☆34Updated 3 months ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Research Repo (Archive)☆72Updated 4 years ago
- ☆36Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- ☆58Updated last year
- A financial trading method using machine learning.☆60Updated last year
- ☆24Updated 6 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆65Updated last year
- ☆111Updated 7 years ago
- Options Trader written in Python based off the ib_insync library.☆46Updated last year
- ☆42Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆105Updated 10 months ago
- Backtest result archive for Momentum Trading Strategies☆50Updated 6 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- Different quantitative trading models research☆52Updated 3 months ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆125Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆40Updated 2 weeks ago
- Time Series Prediction of Volume in LOB☆56Updated 11 months ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆60Updated last year
- CS7641 Team project☆93Updated 4 years ago