A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
☆1,917Oct 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☆1,372Updated this week
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆980Jun 5, 2023Updated 3 years ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆1,011Apr 22, 2024Updated 2 years ago
- Quantitative analysis, strategies and backtests☆2,934Aug 26, 2023Updated 2 years ago
- Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Str…☆9,999Apr 14, 2024Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,976May 26, 2026Updated 2 weeks ago
- Real time stock and option data.☆1,652Jul 6, 2024Updated last year
- Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)☆3,770Apr 16, 2026Updated last month
- Portfolio analytics for quants, written in Python☆7,208Jan 13, 2026Updated 4 months ago
- Portfolio Optimization in Python☆4,262Updated this week
- Systematic Trading in python☆3,328May 18, 2026Updated 3 weeks ago
- Quantitative Finance tools☆638Jul 6, 2023Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,827Oct 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 …☆1,085Aug 13, 2023Updated 2 years ago
- 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.
- Source code for Algorithmic Trading with Python (2020) by Chris Conlan☆3,401Jun 1, 2021Updated 5 years ago
- ffn - a financial function library for Python☆2,595Mar 21, 2026Updated 2 months ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆848May 13, 2025Updated last year
- Cython QuantLib wrappers☆1,306Aug 20, 2025Updated 9 months ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆2,049Apr 11, 2026Updated last month
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆722Updated this week
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆935Jun 1, 2026Updated last week
- Advances in Financial Machine Learning☆803Jan 11, 2023Updated 3 years ago
- GPU-accelerated Factors analysis library and Backtester☆803Apr 15, 2025Updated last year
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆5,771Apr 20, 2026Updated last month
- A library for financial options pricing written in Python.☆1,560Nov 18, 2022Updated 3 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,279Aug 27, 2022Updated 3 years ago
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,360Jul 2, 2020Updated 5 years ago
- QTPyLib, Pythonic Algorithmic Trading☆2,260Sep 22, 2021Updated 4 years ago
- A list of online resources for quantitative modeling, trading, portfolio management☆3,923Jun 15, 2024Updated last year
- High-performance TensorFlow library for quantitative finance.☆5,383Feb 12, 2026Updated 3 months ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,920Dec 8, 2022Updated 3 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆26,641Updated this week
- 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.
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆2,870May 29, 2025Updated last year
- Collection of notebooks about quantitative finance, with interactive python code.☆6,807Oct 22, 2024Updated last year
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,484Jul 26, 2024Updated last year
- Quantitative Finance and Algorithmic Trading☆427Jul 14, 2015Updated 10 years ago
- Portfolio optimization and back-testing.☆1,219Apr 27, 2026Updated last month
- The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.☆7,769Apr 25, 2026Updated last month
- SABR model Python implementation☆611Apr 21, 2022Updated 4 years ago