ilchen / options-pricingLinks
Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.
☆29Updated last week
Alternatives and similar repositories for options-pricing
Users that are interested in options-pricing are comparing it to the libraries listed below
Sorting:
- Portfolio optimization with cvxopt☆40Updated last month
- ☆52Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated 2 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆54Updated 5 years ago
- Portfolio optimization using Genetic algorithm.☆62Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Implements different approaches to tactical and strategic asset allocation☆44Updated last year
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Updated 2 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated 2 weeks ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆24Updated 4 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Updated 5 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Economic indicators using Python and APIs☆15Updated 2 years ago
- ☆65Updated 2 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated 2 years ago
- Python Package: Fitting and Forecasting the yield curve☆38Updated 4 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆133Updated last year
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆22Updated last year
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆101Updated 3 weeks ago
- ☆28Updated last year
- Implementation of a variety of Value-at-Risk backtests☆42Updated 6 years ago
- ☆86Updated last year
- Code that I show on my YouTube Channel☆104Updated 2 years ago