ORC wing model calibrator and simulator.
☆19Jun 16, 2024Updated 2 years ago
Alternatives and similar repositories for wing_model
Users that are interested in wing_model are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Sep 12, 2026Updated last month
- BTC 实时交易信号系统,结合订单流、多因子共振分析与机器学习模型。BTC real-time trading signal system, combining order flow, multi-factor resonance analysis and machine …☆12Feb 22, 2026Updated 8 months ago
- A cryptocurrency options trading framework☆12Aug 9, 2021Updated 5 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆15Feb 2, 2023Updated 3 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
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publica…☆12Jun 28, 2019Updated 7 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Feb 21, 2020Updated 6 years 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
- Derivation of analytical expressions of optimal quotes for market making in options.☆25Jun 24, 2022Updated 4 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆14Aug 25, 2022Updated 4 years ago
- Surface SVI parameterisation and corresponding local volatility☆63May 10, 2020Updated 6 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.
- ☆53Jun 21, 2017Updated 9 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- Use market data to analyze options including computing implied volatity, verifying put-call parity and volatility smile, calculating Gree…☆10Jan 3, 2021Updated 5 years ago
- ☆34Apr 14, 2026Updated 6 months ago
- Baruch MFE 2019 Spring☆48May 29, 2020Updated 6 years ago
- ☆11Dec 5, 2024Updated last year
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Jul 10, 2021Updated 5 years ago
- Rust-based rewrite of Optopsy: An options backtesting engine exposed via Model Context Protocol (MCP)☆25Apr 7, 2026Updated 6 months ago
- option volatility trading strategy☆12Apr 3, 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.
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆29Mar 20, 2025Updated last year
- SVI volatility surface model and an example of China 50ETF option☆85May 13, 2020Updated 6 years ago
- Numba-vectorised Black-Scholes-Merton and Bachelier prices, Greeks, and implied-volatility fits over NumPy arrays for quantitative resear…☆15Updated this week
- A commodity quant library☆12Jun 30, 2025Updated last year
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆53Jul 13, 2023Updated 3 years ago
- Automated Python trading bot for earnings calendar spread options with Kelly Criterion, Alpaca API integration, and Google Sheets trackin…☆24Oct 30, 2026Updated last week
- Neural network framework for volatility surface approximation and calibration. Supports rough Heston/Bergomi, random grids, multi-regime …☆15Jul 7, 2026Updated 3 months ago
- Trading strategies based on the VIX term structure☆12Oct 18, 2026Updated 2 weeks 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 repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Sep 17, 2024Updated 2 years ago
- Risk management Tools based on Intrinsic Time and Scaling Laws☆11Mar 5, 2019Updated 7 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Code and data for "Heterogeneous Supervised Topic Models"☆10Jun 27, 2022Updated 4 years ago
- Final Project for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies☆11Jul 7, 2021Updated 5 years ago
- Fitting an SVI model using Zeliade's method in Python with Pandas☆13May 13, 2015Updated 11 years ago
- 利用MCTS+LLM因子挖掘的论文复现☆29Jul 23, 2025Updated last year