bespector / implied-vol

Related projects ⓘ

Alternatives and complementary repositories for implied-vol

• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆39Updated 6 years ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆65Updated 5 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆65Updated 7 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆45Updated 8 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆21Updated 6 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆35Updated 7 years ago
• VermeirJellen / AlgorithmicTrading-Cointegration
  Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market
  ☆35Updated 8 years ago
• jamesmawm / Options-Modelling
  Root-finding algos, Black-Scholes and trees with Python
  ☆42Updated 10 years ago
• KhaledSharif / quantopian-ensemble-methods
  Assisting repository for the published paper investigating ensemble methods in algorithmic trading.
  ☆42Updated 6 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆60Updated 7 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆35Updated 6 years ago
• BlackArbsCEO / Mixture_Models
  Jupyter (IPython) notebooks for exploring mixture models
  ☆35Updated 7 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆24Updated 7 years ago
• MichaelPaddon / volatility
  A model for forecasting stock volatility
  ☆21Updated 7 years ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆138Updated 9 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆41Updated 4 years ago
• harpone / PyArb
  Statistical arbitrage simulation, modeling and backtesting with Python.
  ☆55Updated 8 years ago
• wegamekinglc / VisualPortfolio
  ☆103Updated 7 years ago
• khrapovs / impvol
  Find Black-Scholes implied volatility
  ☆21Updated 6 years ago
• 0b01 / recurrent-autoencoder
  archiving old code
  ☆24Updated 6 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆31Updated 4 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• thalesians / pythalesians
  The Thalesians' Python library
  ☆61Updated 8 years ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆43Updated 6 years ago
• jeromeku / Python-Financial-Tools
  Providing financial analysis tools to the Python open-source community.
  ☆63Updated 10 years ago
• hkuhn / multifactor-models
  A Survey of Multi-Factor Models
  ☆41Updated 9 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆43Updated 7 years ago
• costantinontario / Optimal-Rebalancing-Strategy-using-Dynamic-Programming
  Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios
  ☆22Updated 10 years ago