VivekPa / BinomialOptModel
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
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆130Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Python tools to quantitatively manage financial risk☆66Updated 5 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆145Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Quantamental finance research with python☆146Updated 2 years ago
- ☆36Updated 3 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆156Updated 6 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆97Updated 2 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆55Updated 8 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- ☆44Updated 11 months 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
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆124Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Performance Anayltics for Investment Portfolios☆47Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 7 years ago
- ☆211Updated 7 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆118Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆85Updated 4 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆124Updated 3 years ago
- ☆27Updated 7 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 5 years ago
- ☆54Updated 6 years ago
- generic project files☆39Updated 8 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago