anuragsodhi / Options-PricingLinks
Quantitative Finance using python - Derivatives Pricing
☆46Updated 7 years ago
Alternatives and similar repositories for Options-Pricing
Users that are interested in Options-Pricing are comparing it to the libraries listed below
Sorting:
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 9 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆135Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- ☆54Updated 7 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆63Updated 6 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Updated 4 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆125Updated 3 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆57Updated 4 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 4 years ago
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆69Updated 3 years ago
- Options Trader written in Python based off the ib_insync library.☆63Updated 2 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Some notebooks with powerful trading strategies.☆97Updated 4 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆173Updated last year
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆171Updated 7 years ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆131Updated 6 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆91Updated 2 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆57Updated 5 years ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆49Updated 10 months ago