In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
☆276Feb 3, 2019Updated 7 years ago
Alternatives and similar repositories for anomaliesinoptions
Users that are interested in anomaliesinoptions are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆67Jul 21, 2018Updated 8 years ago
- ☆14Aug 28, 2020Updated 6 years ago
- In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pre…☆5,605Aug 19, 2025Updated last year
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆317Feb 24, 2025Updated last year
- Kaggle Competition☆10Feb 24, 2017Updated 9 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Stock Market Prediction Using Unsupervised Features☆51Sep 15, 2018Updated 8 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆850May 13, 2025Updated last year
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆167Jul 30, 2025Updated last year
- Stock price trend analysis using Fourier transform☆45Dec 27, 2018Updated 7 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Visualize option prices and sensitivities☆61Mar 27, 2026Updated 7 months 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…☆70Dec 8, 2022Updated 3 years ago
- Deep Reinforcement Learning applied to trading☆15Jan 29, 2019Updated 7 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,963Oct 21, 2024Updated 2 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.
- Option Strategy for Futures☆20Jul 29, 2020Updated 6 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆68Jul 17, 2022Updated 4 years ago
- Deep Neural Networks for Options Pricing (Python)☆48Oct 6, 2018Updated 8 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,978Dec 8, 2022Updated 3 years ago
- This repo is for my articles published on Medium.com☆16Mar 8, 2023Updated 3 years ago
- ☆18Jan 7, 2019Updated 7 years ago
- ☆21Jan 16, 2026Updated 9 months ago
- Volatility trading☆21Sep 26, 2026Updated last month
- Listed Volatility and Variance Derivatives (Wiley Finance)☆168Jan 4, 2022Updated 4 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Quantitative Finance using python - Derivatives Pricing☆47Feb 18, 2018Updated 8 years ago
- Find the job you want!☆10Jan 23, 2019Updated 7 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆1,095Apr 22, 2024Updated 2 years ago
- Use unsupervised and supervised learning to predict stocks☆1,971Jun 18, 2020Updated 6 years ago
- Root-finding algos, Black-Scholes and trees with Python☆45Jun 9, 2014Updated 12 years ago
- Machine Learning in Asset Management (by @firmai)☆1,755Dec 17, 2021Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆89Jan 27, 2018Updated 8 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- This is a repository of scripts developed as part of the 2020 ENCMP100 Section B3 lecture taught at University of Alberta.☆10Apr 2, 2020Updated 6 years ago
- A data pipeline solution for collecting options data at scale.☆19Jun 28, 2023Updated 3 years ago
- The goal of the project is to build algorithmic trading system.☆27Nov 6, 2020Updated 5 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆16Jan 11, 2023Updated 3 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,960Oct 2, 2023Updated 3 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆571Nov 29, 2020Updated 5 years ago
- Using Keras to train an convol-autoencoder that reads FX OHLC charts☆13May 9, 2017Updated 9 years ago