Systematic Volatility Research and Backtesting for equity options
☆45Apr 1, 2026Updated 6 months ago
Alternatives and similar repositories for volatility-trading
Users that are interested in volatility-trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Qwen Trading Bot, Qwen Crypto Trader, Qwen AI Trading System, Qwen AI Trader, Qwen Automated Trading, Qwen Arbitrage Bot, Qwen Algorithmi…☆15Nov 6, 2025Updated 11 months ago
- Built a pairs trading strategy in emerging markets using a rolling Kalman-filter beta and spread half-life, with z-score position sizing,…☆19Aug 10, 2024Updated 2 years ago
- My quant portfolio leverages quantitative finance and data-driven insights to optimize investment strategies. Using advanced models, stat…☆44Aug 19, 2023Updated 3 years ago
- Rust-based rewrite of Optopsy: An options backtesting engine exposed via Model Context Protocol (MCP)☆22Apr 7, 2026Updated 6 months ago
- System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore☆17Jan 8, 2024Updated 2 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆24Nov 1, 2023Updated 2 years ago
- Unified Python interface for invoking AI coding-agent CLIs (claude-code, opencode, codex, gemini, aider, swe-agent) as subprocesses.☆27Oct 3, 2026Updated 2 weeks ago
- A Quantitative Trading Strategy Generation and Backtesting Framework☆19Nov 19, 2023Updated 2 years ago
- Runnable algo template for gamma scalping options trading strategy☆159Jul 18, 2025Updated last year
- GUI Automated trading bot for thinkorswim trading platform☆21Jun 1, 2020Updated 6 years ago
- Trading Evolved book code☆10Jul 15, 2021Updated 5 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- Notebooks based on financial machine learning.☆64Jun 6, 2020Updated 6 years ago
- SVI volatility surface model and an example of China 50ETF option☆85May 13, 2020Updated 6 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.
- A commodity quant library☆12Jun 30, 2025Updated last year
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- This repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Sep 17, 2024Updated 2 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- Telegram Signals to Pocket Option Trade Bot☆30Dec 31, 2024Updated last year
- A complete toolkit for quantitative research and development of options trading strategies.☆28Jun 5, 2025Updated last year
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- ☆11May 24, 2015Updated 11 years ago
- Final Project for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies☆11Jul 7, 2021Updated 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.
- curated list of option trading resources☆33Jun 11, 2024Updated 2 years ago
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆15Nov 10, 2019Updated 6 years ago
- A Deribit Trading System using C++ utilizing WebSocket that performs the following actions: Place an order Cancel an order Modify an ord…☆12Oct 2, 2025Updated last year
- Simple Breakout Trading Strategy based on Bollinger Bands☆11Jan 4, 2022Updated 4 years ago
- A simple lightweight trading framework compatible with Stock, Forex, Crypto... markets☆15Dec 28, 2025Updated 9 months ago
- Volatility-surface construction and anomaly detection with autoencoders and regime features.☆29Jun 6, 2025Updated last year
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.☆87Jul 30, 2026Updated 2 months ago
- Generic Differential Evolution for Rust☆21Sep 12, 2016Updated 10 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.
- A pair of scripts, kcs_encode.py and kcs_decode.py, that encode and decode WAV audio files containing data encoded in the Kansas City Sta…☆25Jul 31, 2024Updated 2 years ago
- DerivX Core Library☆21Sep 12, 2024Updated 2 years ago
- James & Tomas write up for IMC Prosperity 3☆23Dec 11, 2025Updated 10 months ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆17Sep 21, 2020Updated 6 years ago
- An implementation on R of the EWMA filter for volatility by RiskMetrics™ (JPMorgan & Reuters 1996)☆14Aug 7, 2016Updated 10 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publica…☆12Jun 28, 2019Updated 7 years ago