Root-finding algos, Black-Scholes and trees with Python
☆45Jun 9, 2014Updated 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:
- ☆15Jun 21, 2022Updated 3 years ago
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆18Jan 5, 2016Updated 10 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Apr 18, 2020Updated 5 years ago
- Credit Default Swaps in R☆13Sep 13, 2017Updated 8 years ago
- Python script to calculate a couple of options (financial derivatives) and Implied Volatilities for American and European options.☆17Jul 11, 2019Updated 6 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆13Dec 8, 2022Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 8 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆125Jun 19, 2019Updated 6 years ago
- A helper repository for converting Jupyter notebooks into a wordpress-friendly format☆12Dec 11, 2016Updated 9 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Sep 13, 2022Updated 3 years ago
- A repository of basic quantitative finance tools to be used on other projects☆11Mar 19, 2020Updated 6 years ago
- ☆15Mar 30, 2020Updated 5 years ago
- Индикаторы для технического анализа☆11Oct 13, 2019Updated 6 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆161Jan 4, 2022Updated 4 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆317Feb 24, 2025Updated last year
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Nov 24, 2023Updated 2 years ago
- Storm Database Explorer - Developing Data Products course project.☆11May 3, 2017Updated 8 years ago
- Dispersion Trading using Options☆33Apr 9, 2017Updated 8 years ago
- Basic options pricing in Python☆316Dec 3, 2014Updated 11 years ago
- Accompanying source codes for my book 'Mastering Python for Finance'.☆533Jul 9, 2022Updated 3 years ago
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 6 years ago
- Hull-White 1/2 Factor Dynamics☆15Aug 20, 2022Updated 3 years ago
- Backtesting toolbox for trading strategies - DEPRECATED☆110Jul 31, 2020Updated 5 years ago
- ☆13Aug 18, 2018Updated 7 years ago
- Group project for the WorldQuant University module, risk management.☆13Feb 3, 2019Updated 7 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- ☆11May 24, 2015Updated 10 years ago
- Python library for MIME type parsing, normalisation and grouping.☆13Nov 13, 2024Updated last year
- ☆15Aug 14, 2016Updated 9 years ago
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 8 years ago
- analyze financial data using python: numpy, pandas, etc.☆21Jan 1, 2018Updated 8 years ago
- Sample for building a churn prediction model with GraphLab Create☆17Jul 12, 2016Updated 9 years ago
- ☆22Oct 31, 2025Updated 4 months ago
- Calibration and Simulation Engine for Local Volatility Models☆15Dec 13, 2021Updated 4 years ago
- SABR Implied volatility asymptotics☆25May 22, 2020Updated 5 years ago
- ☆13Nov 20, 2020Updated 5 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Apr 5, 2016Updated 9 years ago
- Find Black-Scholes implied volatility☆21May 1, 2018Updated 7 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Jun 13, 2019Updated 6 years ago