Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021
☆26Feb 13, 2022Updated 4 years ago
Alternatives and similar repositories for Optiver-Algo-Trading-Challenge
Users that are interested in Optiver-Algo-Trading-Challenge are comparing it to the libraries listed below
Sorting:
- 🥳 winner of the Optiver challenge: making your own trading bot 🤖☆36Mar 11, 2020Updated 5 years ago
- A full-stack web application used to test how well my algorithmic stock trading bot is doing. React frontend, Flask backend, PostgreSQL d…☆11Jun 8, 2022Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 8 years ago
- ☆26Sep 28, 2021Updated 4 years ago
- ☆16Jul 17, 2020Updated 5 years ago
- Statistical Methods in Finance☆16Feb 2, 2022Updated 4 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15May 23, 2022Updated 3 years ago
- Portfolio Management for Everyone☆35Jan 9, 2024Updated 2 years ago
- ☆26Dec 17, 2018Updated 7 years ago
- Multivariate Multi Step Time Series modelling : Predicting the re-rise of bitcoin prices using RNN and optimising the model using GRU and…☆18Feb 15, 2021Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆125Jan 10, 2024Updated 2 years ago
- Streamlit Dashboard Template for Python Web App - Data Science Apps☆32Apr 12, 2021Updated 4 years ago
- European and Forward-start option pricing and implied volatility in the Heston and rough Heston model☆23May 25, 2020Updated 5 years ago
- Dr Paul Bilokon's MSc at the University of Oxford: Bayesian methods for solving estimation and forecasting problems in the high-frequency…☆24May 29, 2024Updated last year
- SABR Implied volatility asymptotics☆25May 22, 2020Updated 5 years ago
- ☆22Jun 20, 2018Updated 7 years ago
- volatility arbitrage in Heston model☆69Apr 3, 2025Updated 11 months ago
- A highly scalable architecture to start your digital product in clean way☆13Jan 29, 2024Updated 2 years ago
- ☆26Sep 29, 2021Updated 4 years ago
- ☆38May 23, 2024Updated last year
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆38Jul 5, 2023Updated 2 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Jul 17, 2022Updated 3 years ago
- 1st Place submission in the annual Citadel SoCal Data Open☆25Oct 22, 2018Updated 7 years ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆36Feb 15, 2022Updated 4 years ago
- Learn Python for Economic Computation☆14Feb 24, 2025Updated last year
- Winning submission for the Citadel 2021 Data Open. An Empirical Analysis of New Orleans's Rental Regulations on Airbnb Listings.☆13Oct 6, 2021Updated 4 years ago
- ☆18Feb 8, 2026Updated last month
- A python project to analyze your messages from Facebook's Messenger☆11Nov 2, 2020Updated 5 years ago
- Apache Polaris Tools, additional tooling for Apache Polaris☆25Updated this week
- Load & Query Stock Data Using OpenBB & ArcticDB☆44Jan 10, 2026Updated last month
- Delta hedging under SABR model☆45May 14, 2024Updated last year
- This repository contains all the materials related to the basic MOSFET theory, CMOS technology, circuit and layout design, and basic PDK …☆14Dec 15, 2023Updated 2 years ago
- This repository contains the official Ostium contracts deployed on Arbitrum One☆14Feb 26, 2026Updated last week
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- ☆10May 16, 2023Updated 2 years ago
- Software Engineer's Bootcamp: Developing AI Applications☆12Jun 3, 2025Updated 9 months ago
- The Things Uno☆10Feb 1, 2018Updated 8 years ago
- Microprice estimator for pretrade data☆14Nov 19, 2024Updated last year