chicago-joe / Risk-Modeling-for-Volatility-Dispersion-TradesLinks
☆14Updated 3 years ago
Alternatives and similar repositories for Risk-Modeling-for-Volatility-Dispersion-Trades
Users that are interested in Risk-Modeling-for-Volatility-Dispersion-Trades are comparing it to the libraries listed below
Sorting:
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 3 months ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 6 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- ☆22Updated 7 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 6 months ago
- Hedge long only portfolio using structural entropy☆15Updated 3 years ago
- Tutor step-by-step on how to analyze stock data using the R language.☆19Updated last year
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆28Updated 3 weeks ago
- finance☆43Updated 8 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- ☆11Updated last year
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- A framework for historical volatility estimation and analysis.☆35Updated 5 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- ☆17Updated 3 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆26Updated last year
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆49Updated 6 months ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Code for getting implied volatility in Python☆27Updated 8 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆29Updated this week
- ☆12Updated 2 years ago
- Financial modelling, derivatives, investments☆16Updated 6 years ago