aaaquants / option-volatility-surfaceLinks
☆22Updated 7 years ago
Alternatives and similar repositories for option-volatility-surface
Users that are interested in option-volatility-surface are comparing it to the libraries listed below
Sorting:
- Code for getting implied volatility in Python☆26Updated 8 years ago
- ☆35Updated 7 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆14Updated 8 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- finance☆43Updated 8 years ago
- ☆25Updated 7 years ago
- ☆11Updated 10 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Option Strategy for Futures☆15Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- ☆25Updated 7 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated last week
- Modeling the volatility of commodity futures Indices☆15Updated 8 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆18Updated 4 years ago
- ☆13Updated 2 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Contains the code for my financial machine learning articles☆49Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Hedge long only portfolio using structural entropy☆15Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Design your own Trading Strategy☆39Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago