Alternatives and similar repositories for option-volatility-surface

Users that are interested in option-volatility-surface are comparing it to the libraries listed below

• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 5 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆26Updated 7 years ago
• aaaquants / Factor-Modelling
  ☆14Updated 7 years ago
• jasonstrimpel / optionslib
  ☆10Updated 10 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 4 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• kurupjayesh / Dispersion-Trading-using-Options
  Dispersion Trading using Options
  ☆33Updated 8 years ago
• pingfcc99 / FixedIncomeQuantTrading
  ☆17Updated 7 years ago
• aaaquants / LSTM-trading
  ☆25Updated 7 years ago
• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆20Updated 4 years ago
• MarcosCarreira / LimitOrderBooks
  Basic Limit Order Book functions
  ☆22Updated 7 years ago
• LastAncientOne / Trading-Strategies-in-Emerging-Markets-Coursera
  Design your own Trading Strategy
  ☆38Updated last year
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 2 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• yedivanseven / Commodities
  Modeling the volatility of commodity futures Indices
  ☆15Updated 8 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• gylx / Financial-Machine-Learning-Articles
  Contains the code for my financial machine learning articles
  ☆49Updated 4 years ago
• quantgalore / volatility-surface
  System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore
  ☆13Updated last year
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆50Updated 5 years ago
• RoughStochVol / small-time_asymptotics_fractional
  Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
  ☆12Updated 8 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• romanmichaelpaolucci / Algorithmic_Delta_Hedging
  A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
  ☆61Updated 5 years ago
• gwigniolle / Hedge-Fund-Replication
  ☆10Updated 7 years ago
• linhnguyen215538 / Volatility-Study
  • 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
• TYtianyang / scbnn
  Implied volatility surface interpolation with shape-constrained bayesian neural network.
  ☆15Updated 3 years ago