This repository documents my notes on options learning, covering options basics, strategy development and literature I hope it can help you!
☆18Mar 25, 2024Updated 2 years ago
Alternatives and similar repositories for optionLearn
Users that are interested in optionLearn are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- This is note for Machine Learning and having it deep and structrured (Hung-yi Lee)☆14Sep 4, 2018Updated 7 years ago
- Example source code, notes, and errata for _Learning Modern C++ for Finance_, by Daniel Hanson (O'Reilly)☆45Jul 9, 2025Updated 9 months 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
- A limit order match engine and backend service with simple account management using RESTful API in Rust-lang.☆17Jan 3, 2023Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 2 years ago
- This repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Sep 17, 2024Updated last year
- Systematic Volatility Research and Backtesting for equity options☆24Apr 1, 2026Updated last week
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- ☆10Mar 16, 2022Updated 4 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- A Deribit Trading System using C++ utilizing WebSocket that performs the following actions: Place an order Cancel an order Modify an ord…☆12Oct 2, 2025Updated 6 months ago
- Parser for Nasdaq TotalView ITCH 5.0☆12Jul 31, 2014Updated 11 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- GARCH models estimated using autodiff.☆19Mar 14, 2026Updated last month
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆15Sep 12, 2020Updated 5 years ago
- Notebooks based on financial machine learning.☆60Jun 6, 2020Updated 5 years ago
- Generic Differential Evolution for Rust☆20Sep 12, 2016Updated 9 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆38Oct 3, 2018Updated 7 years ago
- Final Project for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies☆11Jul 7, 2021Updated 4 years ago
- An implementation on R of the EWMA filter for volatility by RiskMetrics™ (JPMorgan & Reuters 1996)☆14Aug 7, 2016Updated 9 years ago
- DerivX Core Library☆20Sep 12, 2024Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 抢课脚本！(其实是一个自动请求发送管理器 理论适配所有方正教学管理平台(以及其他相似原理的平台))☆12Jan 7, 2026Updated 3 months ago
- R implementation of advanced optimizers for torch☆26Jun 8, 2023Updated 2 years ago
- Create and Parse NASDAQ Itch Messages in Python☆14Jul 13, 2020Updated 5 years ago
- Derivatives pricing in modern C++.☆18Aug 22, 2022Updated 3 years ago
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 3 years ago
- Some practices in HFT☆14Mar 6, 2023Updated 3 years ago
- Scientific Machine Learning for Option Pricing☆32Jan 11, 2024Updated 2 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆16May 26, 2017Updated 8 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆38Jun 11, 2019Updated 6 years ago
- 新版我去图书馆辅助脚本☆17Jun 4, 2021Updated 4 years ago
- Parser for NASDAQ ITCH 5.0.☆16Sep 16, 2019Updated 6 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 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
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆23May 3, 2019Updated 6 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆23Jun 24, 2022Updated 3 years ago