Alternatives and similar repositories for volatility-and-option:

Users that are interested in volatility-and-option are comparing it to the libraries listed below

• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆163Updated 6 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆92Updated 5 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆70Updated 4 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆80Updated 5 years ago
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆121Updated 5 years ago
• jiangtiantu / factorhub
  ☆190Updated 4 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆138Updated 8 years ago
• Alexdachen / ivix
  中国波指的计算
  ☆135Updated 6 years ago
• rosie068 / BARRA_risk
  A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…
  ☆62Updated 4 years ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆79Updated 5 years ago
• sfl666 / option_tools
  期权隐含波动率/历史波动率
  ☆188Updated 2 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆73Updated 3 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆140Updated 5 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆44Updated 5 years ago
• ququcai / volatility_smile
  计算上证50ETF期权隐含波动率并验证波动率微笑
  ☆32Updated 6 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆64Updated 5 years ago
• Scorpi000 / QuantStudio
  ☆141Updated 4 months ago
• xcycharles / stock
  stock
  ☆87Updated 3 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆93Updated 4 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆51Updated 6 years ago
• szy1900 / Event_driven_framework_for_backtesting
  It is suitable for beginners
  ☆46Updated 4 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆110Updated 3 years ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆59Updated this week
• xingetouzi / jaqs-fxdayu
  jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包
  ☆126Updated 5 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆41Updated last year
• zhangjinzhi / Wind_Python
  量化开发 多因子选股模型
  ☆129Updated 6 years ago
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆38Updated last year
• wbbhcb / futures_strategy
  ☆49Updated last year