☆22Jan 5, 2018Updated 8 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code for getting implied volatility in Python☆27Jul 27, 2017Updated 8 years ago
- ☆14Sep 15, 2017Updated 8 years ago
- ☆25Jan 5, 2018Updated 8 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Apr 24, 2023Updated 3 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Nov 3, 2023Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆19Jan 18, 2023Updated 3 years ago
- Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathe…☆19Apr 30, 2021Updated 5 years ago
- Quant framework for crypto market using Python☆10Aug 4, 2020Updated 5 years ago
- ☆45Oct 1, 2017Updated 8 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Sep 18, 2021Updated 4 years ago
- System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore☆18Jan 8, 2024Updated 2 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆26Dec 9, 2017Updated 8 years ago
- trailing stop loss daemon that tracks performance via Philips Hue☆11Apr 24, 2018Updated 8 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆11Oct 6, 2020Updated 5 years ago
- Financial Machine Learning Repository☆12Apr 25, 2024Updated 2 years ago
- A python class to extract current and historical data from famous Yahoo Finance API☆12Feb 28, 2019Updated 7 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Mar 11, 2021Updated 5 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- This repository demonstrates application of unsupervised learning in the financial markets. K-Means clustering is employed to create a di…☆13May 4, 2022Updated 4 years ago
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 9 years ago
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆12Apr 21, 2026Updated 2 months ago
- Monthly net new cash flow into various mutual fund investment classes (equities, bonds etc).☆37Updated this week
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆18Apr 24, 2021Updated 5 years ago
- Jax implementation of "Griffin: Mixing Gated Linear Recurrences with Local Attention for Efficient Language Models"☆15May 10, 2024Updated 2 years ago
- convertible bond pricing☆13Sep 17, 2014Updated 11 years ago
- implementation of the two-factor quintic OU model☆14Mar 19, 2025Updated last year
- Advanced Portfolio Construction and Analysis with Python - Coursera☆23Dec 30, 2020Updated 5 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated 2 years ago
- Some scikit-learn-esque wrappers for statsmodels GLM☆23Jul 26, 2013Updated 12 years ago
- 3D Volatility surface visualization in the browser☆30Jan 26, 2019Updated 7 years ago
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆17Dec 8, 2020Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆11Mar 20, 2015Updated 11 years ago
- ☆44Mar 18, 2020Updated 6 years ago
- Documentation☆11Jun 10, 2024Updated 2 years ago
- ☆15Sep 29, 2015Updated 10 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆156Dec 2, 2024Updated last year
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆24Nov 1, 2023Updated 2 years ago
- Research on OTC options pricing models☆27Jan 24, 2018Updated 8 years ago