Quant-Guild / Option_GreeksLinks
☆11Updated 3 years ago
Alternatives and similar repositories for Option_Greeks
Users that are interested in Option_Greeks are comparing it to the libraries listed below
Sorting:
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆21Updated 2 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Developing a trend following model using futures☆32Updated last year
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 2 years ago
- Hawkes with Latency☆20Updated 4 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- ☆12Updated last year
- ☆35Updated 7 years ago
- ☆22Updated 7 years ago
- ☆23Updated 5 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆8Updated 2 years ago
- Example of order book modeling.☆56Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- experiments with crypto trading☆16Updated 10 months ago
- Package to build risk model for factor pricing model☆26Updated 10 months ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆33Updated 2 years ago
- Option Strategy for Futures☆14Updated 4 years ago
- ML Application of Algorithmic Trading☆21Updated 3 years ago
- XTX Forecasting Challenge https://challenge.xtxmarkets.com/☆9Updated 5 years ago
- Streamlit app that shows the seasonal returns of a stock http://aroussi.com/seasonality☆19Updated 2 years ago
- Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021☆24Updated 3 years ago