gabrielepompa88 / pyBlackScholesAnalyticsLinks
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
☆123Updated 3 years ago
Alternatives and similar repositories for pyBlackScholesAnalytics
Users that are interested in pyBlackScholesAnalytics are comparing it to the libraries listed below
Sorting:
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆143Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Option Calculator using Black-Scholes model and Binomial model☆171Updated 5 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆169Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆66Updated 4 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆242Updated last year
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆166Updated 5 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- Option visualization python package☆155Updated last year
- ☆213Updated 7 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆165Updated 8 months ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆136Updated 8 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆169Updated this week
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆134Updated this week
- QSTrader☆131Updated 6 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆264Updated 2 years ago
- CS7641 Team project☆96Updated 5 years ago
- An event-driven backtester☆107Updated 5 years ago
- Option and stock backtester / live trader☆265Updated 7 months ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆310Updated 5 months ago
- Code and data for my blogs☆91Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆110Updated 5 months ago
- Simple backtesting software for options☆184Updated 11 months ago
- ☆63Updated 2 years ago