雪球结构产品定价
☆29Sep 25, 2023Updated 2 years ago
Alternatives and similar repositories for SnowballPricing
Users that are interested in SnowballPricing are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 2 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated last week
- DerivX Core Library☆20Sep 12, 2024Updated last year
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- High Frequency Market Making: Optimal Quoting☆16Mar 20, 2023Updated 3 years ago
- This porject is for recording my study path in snowball option pricing and its delta hedging☆17Feb 12, 2021Updated 5 years ago
- 金融量化数据库构建☆93Feb 10, 2024Updated 2 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆23Jun 24, 2022Updated 3 years ago
- This repository documents my notes on options learning, covering options basics, strategy development and literature I hope it can help y…☆18Mar 25, 2024Updated 2 years ago
- 因子回测框架☆144Jul 9, 2023Updated 2 years ago
- Quant_Strategy☆26Dec 2, 2022Updated 3 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Equity return and characteristics of China A-Share market☆30Dec 21, 2023Updated 2 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- strategy backtesting framework☆12Oct 22, 2024Updated last year
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Feb 21, 2020Updated 6 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 8 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Feb 24, 2019Updated 7 years ago
- ☆14May 16, 2022Updated 3 years ago
- 我自己的单因子研究框架☆29Nov 18, 2023Updated 2 years ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆67Feb 8, 2024Updated 2 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- 分享量化投资相关的论文,代码和代码复现。☆89Apr 14, 2023Updated 2 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- Repo for HFT project in CMF☆28Jan 4, 2023Updated 3 years ago
- NordVPN Threat Protection Pro™ • AdTake your cybersecurity to the next level. Block phishing, malware, trackers, and ads. Lightweight app that works with all browsers.
- ☆19Jun 24, 2019Updated 6 years ago
- MARNNs Can Learn Generalized Dyck Languages☆12Nov 11, 2019Updated 6 years ago
- factor performance visualization☆51Oct 23, 2025Updated 5 months ago
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 4 years ago
- 基于streamlit的因子分析app☆96Apr 8, 2025Updated 11 months ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Firstly, multiple effective factors are discovered through IC value, IR value, and correlation analysis and back-testing. Then, XGBoost c…☆21Aug 4, 2020Updated 5 years ago