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:
- Apply Physics-informed neural networks in solving Black-Scholes Equations☆17Jan 14, 2025Updated last year
- 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)☆51Jul 9, 2025Updated 11 months ago
- Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathe…☆19Apr 30, 2021Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- A limit order match engine and backend service with simple account management using RESTful API in Rust-lang.☆18Jan 3, 2023Updated 3 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 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☆29Apr 1, 2026Updated 3 months ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- A Model Context Protocol (MCP) server that enables AI assistants to control Keynote presentations through AppleScript automation.☆65Jul 6, 2025Updated 11 months 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…☆13Oct 2, 2025Updated 9 months ago
- ☆11Mar 16, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Parser for Nasdaq TotalView ITCH 5.0☆12Jul 31, 2014Updated 11 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 5 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆15Feb 2, 2023Updated 3 years ago
- GARCH models estimated using autodiff.☆19May 23, 2026Updated last month
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆16Sep 12, 2020Updated 5 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 3 months ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Nov 24, 2023Updated 2 years ago
- ☆18Nov 1, 2025Updated 8 months ago
- Notebooks based on financial machine learning.☆61Jun 6, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- 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
- Generic Differential Evolution for Rust☆21Sep 12, 2016Updated 9 years ago
- Final Project for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies☆11Jul 7, 2021Updated 4 years ago
- 清华大学计算机辅修数据结构作业（2015春季学期）☆12Jun 21, 2015Updated 11 years ago
- An implementation on R of the EWMA filter for volatility by RiskMetrics™ (JPMorgan & Reuters 1996)☆14Aug 7, 2016Updated 9 years ago
- A set of benchmark tools for reader/writer locks.☆28Jul 3, 2018Updated 8 years ago
- DerivX Core Library☆20Sep 12, 2024Updated last year
- CCF-CSP认证历年真题训练☆15Jun 20, 2018Updated 8 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- This is a powerful 3d line drawing extract framework☆40Aug 10, 2018Updated 7 years ago
- 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 5 months ago
- Create and Parse NASDAQ Itch Messages in Python☆14Jul 13, 2020Updated 5 years ago
- R implementation of advanced optimizers for torch☆27Jun 8, 2023Updated 3 years ago
- A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the …☆76Jan 1, 2026Updated 6 months ago
- Derivatives pricing in modern C++.☆18Apr 15, 2026Updated 2 months ago
- The Breeden-Litzenberger formula, proposed by Douglas T. Breeden and Robert H. Litzenberger in 1978, is a method used to extract the impl…☆26Nov 23, 2023Updated 2 years ago