jamesmawm / Options-ModellingLinks
Root-finding algos, Black-Scholes and trees with Python
☆44Updated 11 years ago
Alternatives and similar repositories for Options-Modelling
Users that are interested in Options-Modelling are comparing it to the libraries listed below
Sorting:
- portfolio construction and quantitative analysis☆144Updated 10 years ago
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆110Updated 8 years ago
- ☆45Updated 5 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 8 years ago
- ☆44Updated last year
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- ☆36Updated 8 years ago
- ☆106Updated 8 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆123Updated 6 years ago
- finance☆43Updated 8 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- Financial security modelling with Python and QuantLib☆33Updated 11 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 years ago
- ☆36Updated 7 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Updated 4 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆44Updated 7 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 9 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆77Updated 4 years ago
- Code for getting implied volatility in Python☆27Updated 8 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- ☆195Updated 5 years ago
- Algo execution engine☆96Updated 9 years ago