☆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
- Open-source cryptocurrency market making bot☆14Jul 20, 2018Updated 7 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Apr 24, 2023Updated 2 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- 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…☆18Apr 30, 2021Updated 4 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☆17Jan 8, 2024Updated 2 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆25Dec 9, 2017Updated 8 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- trailing stop loss daemon that tracks performance via Philips Hue☆11Apr 24, 2018Updated 7 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- Financial Machine Learning Repository☆11Apr 25, 2024Updated last year
- 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
- This repository demonstrates application of unsupervised learning in the financial markets. K-Means clustering is employed to create a di…☆12May 4, 2022Updated 3 years ago
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 8 years ago
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆12Feb 7, 2025Updated last year
- ☆18Apr 24, 2021Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Monthly net new cash flow into various mutual fund investment classes (equities, bonds etc).☆37Apr 1, 2026Updated 2 weeks ago
- convertible bond pricing☆13Sep 17, 2014Updated 11 years ago
- implementation of the two-factor quintic OU model☆12Mar 19, 2025Updated last year
- Modern Methods of Applied Statistics (Spring 2023) STAT 34800☆10May 20, 2023Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated last year
- 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
- A python script which calculates the NOPE & NOPE_MAD for given equities using option chains and quotes gathered from TD Ameritrades API (…☆19Mar 25, 2021Updated 5 years ago
- ☆14Feb 1, 2026Updated 2 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- A tutorial for training a reinforcement learning agent how to trade on a basic sine curve using TensorTrade and Ray.☆34Jun 28, 2021Updated 4 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- Simple VectorBT Streamlit Backtesting App☆23Jan 29, 2024Updated 2 years ago
- Files required to create a plugin for EmEditor.☆12Feb 5, 2026Updated 2 months ago
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆17Dec 8, 2020Updated 5 years ago
- ☆45Mar 18, 2020Updated 6 years ago
- Documentation☆11Jun 10, 2024Updated last year