NavnoorBawa / Volatility-Surface-Anomaly-Detection-Trading-SystemView external linksLinks
☆30Jun 6, 2025Updated 8 months ago
Alternatives and similar repositories for Volatility-Surface-Anomaly-Detection-Trading-System
Users that are interested in Volatility-Surface-Anomaly-Detection-Trading-System are comparing it to the libraries listed below
Sorting:
- A trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz…☆10Dec 22, 2017Updated 8 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Repository for algorithmic trading ideas☆10Aug 12, 2021Updated 4 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- ☆18Nov 23, 2023Updated 2 years ago
- PortfolioLab is a python library that enables traders who want to take advantage of the latest portfolio optimisation algorithms used by …☆17Jan 11, 2021Updated 5 years ago
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆17Dec 8, 2020Updated 5 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆22Mar 7, 2024Updated last year
- ☆20Dec 26, 2016Updated 9 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆23Jan 20, 2022Updated 4 years ago
- ☆25Dec 17, 2018Updated 7 years ago
- VeighNa框架的Deribit交易接口☆20Jun 5, 2023Updated 2 years ago
- Learning project by project.☆20Aug 29, 2021Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆57Jan 5, 2023Updated 3 years ago
- Powerful Stock Screener App written in python using Streamlit☆27Aug 20, 2024Updated last year
- ☆24Jun 20, 2023Updated 2 years ago
- I use Python3 to try the experiments on the classic book <Options, Futures and other Derivatives>, the BS model and the sensitivity analy…☆31Jan 4, 2021Updated 5 years ago
- ☆33Sep 12, 2025Updated 5 months ago
- Research and Backtests I have been working on...enjoy☆72Mar 8, 2021Updated 4 years ago
- Code base for the practitioner's guide to the ONC algorithm paper published with the Journal of Financial Data Science☆20Jun 8, 2023Updated 2 years ago
- The Open Source Hub for DeFi Options Protocols, Enabling Seamless Read and Write Actions Across Diverse Blockchain Platforms☆11Mar 16, 2025Updated 10 months ago
- Smoothing algorithm and interpolation tool using cubic Bézier splines - reproduces Excel's smooth scatter plot☆16Sep 30, 2015Updated 10 years ago
- Documentation for hangukquant/quantpylib☆37Jul 8, 2025Updated 7 months ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆31Feb 3, 2021Updated 5 years ago
- Open source High-Frequency Trading Order Book with FPGA Acceleration☆62Jan 26, 2025Updated last year
- In this tutorial, I will show you how to stream realtime Bitcoin data in USD with Websocket and Python programming. With the realtime pri…☆10Sep 19, 2020Updated 5 years ago
- ☆13Nov 24, 2023Updated 2 years ago
- Code for the paper "Hedging with linear regressions and neural networks"☆39May 14, 2021Updated 4 years ago
- The annual coding competition hosted by Optiver in collaboration with LSE☆17Jul 18, 2022Updated 3 years ago
- MATLAB code for pricing financial derivatives. Uses finite-difference methods to solve a modified version of the Black Scholes equation. …☆12Jun 11, 2018Updated 7 years ago
- AlphaSuite is an open-source quantitative analysis platform that gives you the power to build, test, and deploy professional-grade tradin…☆187Feb 8, 2026Updated last week
- Robust pricing and hedging via Neural SDEs☆38Aug 4, 2021Updated 4 years ago
- Deep Q-Learning Applied to Algorithmic Trading☆28Jun 10, 2025Updated 8 months ago
- Design your own Trading Strategy☆38Feb 25, 2024Updated last year
- Notebooks using the Neural Magic libraries 📓☆39Jul 24, 2024Updated last year
- presents an in-depth exploration of a cutting-edge trading architecture that combines the predictive power of Long Short-Term Memory (LST…☆14Mar 13, 2025Updated 11 months ago
- ☆17Aug 28, 2024Updated last year
- Code for master thesis project, GANs for Monte Carlo simulation of SDE paths. Also used for paper on arXiv.☆10Mar 7, 2023Updated 2 years ago
- Python functionality for getting different data from Bloomberg: prices, implied vols, fundamentals☆13Aug 7, 2025Updated 6 months ago