chicago-joe / Risk-Modeling-for-Volatility-Dispersion-TradesView external linksLinks
☆14Sep 16, 2022Updated 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☆28Jul 10, 2025Updated 7 months ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Jun 13, 2019Updated 6 years ago
- ☆10Apr 10, 2014Updated 11 years ago
- Dispersion Trading using Options☆33Apr 9, 2017Updated 8 years ago
- Cryptocurrencies algorithmic trading strategies☆12Nov 20, 2018Updated 7 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Apr 22, 2022Updated 3 years ago
- Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV☆14Jun 12, 2023Updated 2 years ago
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆15Aug 16, 2021Updated 4 years ago
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes☆16Jul 24, 2022Updated 3 years ago
- Machine learning and data analysis package implemented in JavaScript and its online demo.☆17Updated this week
- The Breeden-Litzenberger formula, proposed by Douglas T. Breeden and Robert H. Litzenberger in 1978, is a method used to extract the impl…☆24Nov 23, 2023Updated 2 years ago
- Insights, tools and tips as a result of losing too much money.☆18Sep 22, 2025Updated 4 months ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Mar 11, 2019Updated 6 years ago
- ☆19May 25, 2025Updated 8 months ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆18Sep 15, 2022Updated 3 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Jul 19, 2018Updated 7 years ago
- Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rate…☆23Sep 3, 2024Updated last year
- Quantitative Finance using python - Derivatives Pricing☆47Feb 18, 2018Updated 7 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Dec 3, 2018Updated 7 years ago
- Digital Signal Trading (John Ehlers indicators)☆93Dec 3, 2018Updated 7 years ago
- Ilya Kipnis's package for performance reporting☆23Mar 20, 2015Updated 10 years ago
- Have fun with financial valuation for free. :)☆25May 22, 2023Updated 2 years ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆29Jun 7, 2020Updated 5 years ago
- Calculate greeks for options trading (Implied Volatility, Delta, Gamma, Vega, Rho, and Theta)☆28Mar 29, 2017Updated 8 years ago
- Forex Fair Value Gap Indicator for MT5☆12Dec 11, 2024Updated last year
- AI enhanced automation tool for financial modelling and market analysis.☆11Sep 10, 2019Updated 6 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆72Sep 15, 2019Updated 6 years ago
- This Dolphin texture project is aimed to making Sonic Colors look much, MUCH better.☆11May 30, 2015Updated 10 years ago
- Copula fitting in Python.☆13Dec 4, 2023Updated 2 years ago
- ☆10Aug 7, 2024Updated last year
- Risk tools for commodities trading and finance☆37Feb 8, 2026Updated last week
- A framework for historical volatility estimation and analysis.☆35Jun 14, 2020Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Jan 30, 2024Updated 2 years ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆37Jun 8, 2021Updated 4 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆41Feb 10, 2020Updated 6 years ago
- Option visualization python package☆159Jan 11, 2024Updated 2 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago