A model for forecasting stock volatility
☆21Apr 14, 2017Updated 8 years ago
Alternatives and similar repositories for volatility
Users that are interested in volatility are comparing it to the libraries listed below
Sorting:
- HAR-RV Model For Realized Volatility☆32Feb 21, 2016Updated 10 years ago
- Realized Volatility Forecasting modeling☆20May 5, 2017Updated 8 years ago
- A study of the Glosten and Milgrom model for market making☆14Nov 4, 2015Updated 10 years ago
- Trading platform for high frequency data☆15Nov 12, 2014Updated 11 years ago
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Jan 25, 2015Updated 11 years ago
- Machine learning strategy that trains the model using "everything and the kitchen sink": fundamentals, technical indicators, returns, pri…☆14Apr 23, 2024Updated last year
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Jan 2, 2023Updated 3 years ago
- Curated list of resources for Opyn, to learn options, and the tools to do it!☆24Mar 4, 2021Updated 5 years ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13May 2, 2024Updated last year
- ☆11Dec 18, 2015Updated 10 years ago
- Stock and Forex market prediction using ML and time-series modelling☆40Nov 7, 2018Updated 7 years ago
- R code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.☆13Sep 8, 2018Updated 7 years ago
- 自定义层次分类和标签进行个人知识管理☆10Apr 2, 2019Updated 6 years ago
- heterogenous autoregressive (HAR) models of Bollerslev et al. (2016) implemented in R to forecast the intraday measure of realized volati…☆18Jul 19, 2021Updated 4 years ago
- Module for finding eigenvalues and wavefunctions using spectral methods.☆11Aug 24, 2016Updated 9 years ago
- PyTorch implementations of FinGAN and TimeGAN to generate financial time series☆21Nov 13, 2024Updated last year
- Social trading platform built atop of Opyn v2☆13Apr 12, 2022Updated 3 years ago
- Numerical eigenvalue/eigenfunction software: PyQt GUI and FEniCS finite elements.☆11Mar 25, 2018Updated 7 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆17Nov 28, 2017Updated 8 years ago
- Modular aggregated order book for CeFi exchanges☆13May 25, 2023Updated 2 years ago
- Build hydrogen atoms from united-atom molecular dynamics of lipids and calculate the order parameters.☆16Dec 20, 2022Updated 3 years ago
- A High-Frequency Market-Making bot for CoinCheck.jp☆10Oct 30, 2017Updated 8 years ago
- Train a DBN to classify a set of test data similar to MNIST, Using DL4J & theano (Project of Pattern Recognition course)☆11Mar 4, 2017Updated 9 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Jan 13, 2023Updated 3 years ago
- Recreation of a MEV-arbitrage transaction☆20Mar 9, 2024Updated 2 years ago
- ☆12Oct 12, 2022Updated 3 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆108Oct 16, 2015Updated 10 years ago
- Uniswap Protocol using an Option Framework☆23Sep 7, 2021Updated 4 years ago
- ☆20Nov 12, 2021Updated 4 years ago
- Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.☆11Sep 18, 2022Updated 3 years ago
- ☆11Aug 12, 2022Updated 3 years ago
- Python package for the numerical renormalization group (RG) evolution in the Standard Model Effective Field Theory (SMEFT)☆11Apr 12, 2018Updated 7 years ago
- ☆17Apr 14, 2024Updated last year
- Example python script replicating remote orderbook from websocket stream☆14May 11, 2017Updated 8 years ago
- Track which HTTP protocols are being used by exchanges' servers☆15Apr 19, 2024Updated last year
- A repository to compare the performance between the algorithms implemented in pyts and the performance reported in the literature☆18Jun 18, 2023Updated 2 years ago
- ☆19Mar 8, 2026Updated 2 weeks ago
- An R package for forecasting volatility, using the Markov Switching Multifractal model.☆33Apr 27, 2017Updated 8 years ago
- Everything About Hyperliquid Ecosystem☆11Sep 30, 2024Updated last year