VivekPa / BinomialOptModelLinks
A python program to implement the discrete binomial option pricing model
☆83Updated 3 years ago
Alternatives and similar repositories for BinomialOptModel
Users that are interested in BinomialOptModel are comparing it to the libraries listed below
Sorting:
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆132Updated 4 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆149Updated 3 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- ☆54Updated 7 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆161Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆123Updated 3 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Quantamental finance research with python☆149Updated 3 years ago
- ☆38Updated 3 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆113Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- generic project files☆39Updated 8 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆261Updated 6 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Python tools to quantitatively manage financial risk☆68Updated 5 years ago
- ☆114Updated last year
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆82Updated 6 years ago
- ☆194Updated 5 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆120Updated 4 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆263Updated 2 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆126Updated 3 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆212Updated 4 years ago