Jspano95 / Derivatives_Pricing_ModelsLinks
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
☆10Updated 4 years ago
Alternatives and similar repositories for Derivatives_Pricing_Models
Users that are interested in Derivatives_Pricing_Models are comparing it to the libraries listed below
Sorting:
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Updated 5 years ago
- Quantitative Algorithmic Trading Arbitrage Bot for High Frequency Trading (HFT). Martha_Stewart executes trades at the best price by capi…☆57Updated 3 years ago
- A library of quantiative algorithms for algorithmic trading implemented with Python☆86Updated 3 years ago
- Algo options trading using machine learning.☆12Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆130Updated 4 years ago
- Predictive algorithm for forecasting the mexican stock exchange. Machine Learning approach to forecast price and Indicator behaviours of …☆39Updated 2 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Updated 3 years ago
- Markowitz portfolio optimization on synthetic and real stocks☆78Updated 7 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆233Updated 8 months ago
- Open souce quantitative finance models and algorithms with tutorials☆45Updated 4 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Some notebooks with powerful trading strategies.☆97Updated 4 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆130Updated 6 years ago
- This is some work on option prcing and greeks calculation for dynamic hedge. These functions are numerical pricing methods employed to re…☆18Updated 4 years ago
- ☆54Updated 7 years ago
- Implementation of Algorthmic Prediction of Candle Patterns☆27Updated 2 years ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆104Updated 7 years ago
- Option Calculator using Black-Scholes model and Binomial model☆174Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Repository of demo strategies for the Blueshift platform☆174Updated last month
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆21Updated last year
- Backtesting toolbox for trading strategies☆113Updated last year
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 8 years ago
- Implementations of Leading Algorithms in Quantitative Finance☆58Updated 8 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆79Updated 2 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆101Updated 2 years ago
- Julia and Python recursion algorithm, fractal geometry and dynamic programming applications including Edit Distance, Knapsack (Multiple C…☆64Updated 2 years ago