Alternatives and similar repositories for Implied-Volatility-Modelling

Users that are interested in Implied-Volatility-Modelling are comparing it to the libraries listed below

• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆27Updated 8 years ago
• MiyainNYC / Financial-Modeling
  Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling
  ☆59Updated 9 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆33Updated 5 years ago
• goquantra / options-trading-strategies-in-python-basic
  ☆54Updated 7 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆79Updated 7 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆23Updated 4 years ago
• linhnguyen215538 / Volatility-Study
  • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…
  ☆49Updated 4 years ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆47Updated 7 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆58Updated 5 years ago
• romanmichaelpaolucci / Algorithmic_Delta_Hedging
  A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
  ☆63Updated 6 years ago
• BlackArbsCEO / option_skew_project_public
  ☆36Updated 8 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆34Updated 5 years ago
• kurupjayesh / Statistical-Arbitrage-using-Pairs-Trading
  ☆49Updated 8 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• jerrytigerxu / Pairs-Trading
  ☆24Updated 6 years ago
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆71Updated 5 years ago
• kurupjayesh / Dispersion-Trading-using-Options
  Dispersion Trading using Options
  ☆33Updated 8 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• decisivealpha / DecisiveML
  Machine learning end-to-end research and trade execution
  ☆100Updated 5 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆72Updated 2 years ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆49Updated 7 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆59Updated 6 years ago
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆23Updated 6 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆127Updated 7 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆62Updated 8 years ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆50Updated 6 years ago
• Gustrigos / Eigen-Portfolio
  Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …
  ☆75Updated 5 years ago
• deandreee / medium_pairs_p1
  ☆13Updated 6 years ago