Alternatives and similar repositories for volatility

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

• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆67Updated 8 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆62Updated 8 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• mmargenot / machine-learning-market-maker
  Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
  ☆106Updated 10 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 12 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆75Updated 4 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• MiyainNYC / Financial-Modeling
  Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling
  ☆59Updated 8 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆47Updated 9 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆110Updated 7 years ago
• DrAshBooth / HFTrader
  HFTrader is fully automated high frequency trading system
  ☆96Updated 12 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆55Updated 5 years ago
• scibrokes / real-time-fxcm
  #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…
  ☆50Updated 6 months ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• BananaHamm / Equity_StatArb
  Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
  ☆22Updated 6 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆99Updated 7 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆104Updated 6 years ago
• hkuhn / multifactor-models
  A Survey of Multi-Factor Models
  ☆40Updated 10 years ago
• bespector / implied-vol
  ☆45Updated 5 years ago
• deltaray-io / kelly-criterion
  Kelly Criterion calculation
  ☆104Updated 2 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆70Updated 9 years ago
• ragoragino / avellaneda-stoikov
  Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…
  ☆91Updated 8 years ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆45Updated 7 years ago
• icezerowjj / MultipleFactorRiskModel
  This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…
  ☆73Updated 7 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆24Updated 5 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• jironghuang / trend_following
  Developing a trend following model using futures
  ☆34Updated 2 years ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆144Updated 10 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago