A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
☆1,955Oct 21, 2024Updated last year
Alternatives and similar repositories for volatility-trading
Users that are interested in volatility-trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A nimble options research and backtesting library for Python☆1,477Jun 30, 2026Updated 2 months ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆1,023Jun 5, 2023Updated 3 years ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆1,077Apr 22, 2024Updated 2 years ago
- Quantitative analysis, strategies and backtests☆3,030Aug 26, 2023Updated 3 years ago
- Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Str…☆10,745Jun 20, 2026Updated 2 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆3,152Updated this week
- Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)☆3,809Apr 16, 2026Updated 5 months ago
- Real time stock and option data.☆1,696Jul 6, 2024Updated 2 years ago
- Portfolio analytics for quants, written in Python☆7,644Jul 20, 2026Updated last month
- Portfolio Optimization in Python☆4,500Aug 18, 2026Updated last month
- Quantitative Finance tools☆651Jul 6, 2023Updated 3 years ago
- Systematic Trading in python☆3,517Jul 18, 2026Updated 2 months ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,923Oct 2, 2023Updated 2 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,103Aug 13, 2023Updated 3 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆851May 13, 2025Updated last year
- Source code for Algorithmic Trading with Python (2020) by Chris Conlan☆3,485Jun 1, 2021Updated 5 years ago
- ffn - a financial function library for Python☆2,678Updated this week
- Cython QuantLib wrappers☆1,340Jul 17, 2026Updated 2 months ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆2,124Jul 2, 2026Updated 2 months ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆758Updated this week
- Advances in Financial Machine Learning☆810Jan 11, 2023Updated 3 years ago
- Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆6,038Jul 7, 2026Updated 2 months ago
- GPU-accelerated Factors analysis library and Backtester☆824Apr 15, 2025Updated last year
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,338Aug 27, 2022Updated 4 years ago
- QTPyLib, Pythonic Algorithmic Trading☆2,267Sep 22, 2021Updated 4 years ago
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,395Jul 2, 2020Updated 6 years ago
- A list of online resources for quantitative modeling, trading, portfolio management☆4,188Jun 15, 2024Updated 2 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,964Dec 8, 2022Updated 3 years ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆969Aug 31, 2026Updated 2 weeks ago
- High-performance TensorFlow library for quantitative finance.☆5,502Aug 6, 2026Updated last month
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆2,932May 29, 2025Updated last year
- Collection of notebooks about quantitative finance, with interactive python code.☆7,457Updated this week
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,513Jul 26, 2024Updated 2 years ago
- Quantitative Finance and Algorithmic Trading☆455Jul 14, 2015Updated 11 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆29,650Updated this week
- Portfolio optimization and back-testing.☆1,287Apr 27, 2026Updated 4 months ago
- Resources for Quantitative Finance☆800May 28, 2024Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆4,448Feb 12, 2024Updated 2 years ago
- SABR model Python implementation☆625Apr 21, 2022Updated 4 years ago