bespector / implied-volLinks
☆45Updated 5 years ago
Alternatives and similar repositories for implied-vol
Users that are interested in implied-vol are comparing it to the libraries listed below
Sorting:
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- Root-finding algos, Black-Scholes and trees with Python☆45Updated 11 years ago
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆123Updated 6 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- portfolio construction and quantitative analysis☆144Updated 10 years ago
- Code for getting implied volatility in Python☆27Updated 8 years ago
- finance☆43Updated 8 years ago
- The Thalesians' Python library☆64Updated 9 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- ☆44Updated last year
- ☆36Updated 7 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- ☆106Updated 8 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆44Updated 7 years ago
- Code samples for The Gateway.☆51Updated 7 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 8 years ago
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆27Updated 8 months ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 7 years ago
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- A model for forecasting stock volatility☆21Updated 8 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆76Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- ☆45Updated 8 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Alpaca riding on a zipline☆28Updated 3 years ago