GBERESEARCH / volvisualizerLinks
Extract and visualize implied volatility from option chain data
☆44Updated 6 months ago
Alternatives and similar repositories for volvisualizer
Users that are interested in volvisualizer are comparing it to the libraries listed below
Sorting:
- Visualize option prices and sensitivities☆56Updated last week
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆58Updated 3 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆17Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Time Series Prediction of Volume in LOB☆59Updated last year
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆75Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆65Updated 10 months ago
- Montecarlo simulations/analysis for finance (equity simulator)☆47Updated 2 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆67Updated 5 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- ☆36Updated 8 years ago
- ☆25Updated 7 years ago
- ☆47Updated 2 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 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…☆48Updated 8 months ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆59Updated last week
- Various python scripts to introduce mean reversion concepts.☆22Updated 7 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Option Strategy for Futures☆16Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago