ejpjapan / opt_trade
Volatility trading
☆21Updated last month
Related projects ⓘ
Alternatives and complementary repositories for opt_trade
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆36Updated 4 years ago
- ☆24Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆28Updated 3 years ago
- ☆33Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 6 months ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆53Updated 2 years ago
- Contains all the Jupyter Notebooks used in our research☆14Updated 4 years ago
- Trend Prediction for High Frequency Trading☆38Updated last year
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆49Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆60Updated 4 years ago
- ☆15Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆46Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆44Updated 3 years ago
- The goal of the project is to build algorithmic trading system.☆26Updated 4 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆21Updated 4 years ago
- Python implementation of a sample covariance matrix shrinkage experiment☆31Updated 10 years ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆40Updated 3 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆14Updated 4 years ago
- ☆57Updated last year
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆22Updated last year
- Options Trader written in Python based off the ib_insync library.☆35Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆73Updated 6 years ago
- A financial trading method using machine learning.☆58Updated last year
- a Python tool for downloading sharadar data from Quandl.☆10Updated last year
- AI based alpha research for trading☆46Updated 2 years ago
- Parametrisation of vol surface using Gatheral's SVI methodology and valuation of American options using Kim integral equations☆27Updated 3 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Different quantitative trading models research☆52Updated 2 years ago