elimintz / option3d
☆26Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for option3d
- Various python scripts to introduce mean reversion concepts.☆21Updated 6 years ago
- ☆23Updated last year
- • 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
- ☆23Updated 6 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆33Updated 5 years ago
- Extract and visualize implied volatility from option chain data☆31Updated 4 months ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 5 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆15Updated 3 years ago
- ☆55Updated last year
- ☆36Updated 3 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆25Updated 2 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 3 years ago
- Developed a deep learning model that allows trading firms to analyze large patterns of stock market data and look for possible permutatio…☆54Updated 5 years ago
- Dispersion Trading using Options☆27Updated 7 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆16Updated last year
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆44Updated 4 years ago
- This repo is for my articles published on Medium.com☆15Updated last year
- Options Trader written in Python based off the ib_insync library.☆32Updated last year
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆85Updated last year
- ☆33Updated 6 years 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…☆63Updated last year
- Calculates estimate of dark pool buying based on publicly available exchange data☆24Updated 5 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
- a Python tool for downloading sharadar data from Quandl.☆10Updated last year
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆36Updated 4 years ago
- A financial trading method using machine learning.☆58Updated last year
- Teaching Resources for Cuemacro courses☆53Updated this week
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆24Updated 5 months ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago