TommasoBelluzzo / HistoricalVolatilityLinks
A framework for historical volatility estimation and analysis.
☆35Updated 5 years ago
Alternatives and similar repositories for HistoricalVolatility
Users that are interested in HistoricalVolatility are comparing it to the libraries listed below
Sorting:
- By means of stochastic volatility models☆44Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- finance☆43Updated 7 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB☆36Updated 4 years ago
- 'Portfolio Analysis, methods for portfolio optimization'☆23Updated 4 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 9 months ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- ☆27Updated last month
- Development space for PhD in Finance☆33Updated 5 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆38Updated 2 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆35Updated last year
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Portfolio optimization with cvxopt☆39Updated 5 months ago
- A Python toolkit for high-frequency trade research.☆41Updated 7 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Updated last year
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆61Updated 5 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Updated 4 years ago
- ☆12Updated last year
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆25Updated 5 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆28Updated 3 years ago
- Hawkes with Latency☆20Updated 4 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆36Updated 6 years ago