jknaudt21 / Option-Scraper-BlackScholesLinks
Repo for scraping option data required for the Black Scholes model. Data is scraped from S&P500 companies
☆19Updated 3 years ago
Alternatives and similar repositories for Option-Scraper-BlackScholes
Users that are interested in Option-Scraper-BlackScholes are comparing it to the libraries listed below
Sorting:
- Quantamental finance research with python☆154Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆71Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Portfolio optimization using Genetic algorithm.☆62Updated 5 years ago
- Dispersion Trading using Options☆33Updated 8 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
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆27Updated 2 years ago
- Implements different approaches to tactical and strategic asset allocation☆44Updated last year
- Portfolio optimization with cvxopt☆40Updated last month
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- ☆52Updated 2 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Updated 5 years ago
- ☆25Updated 7 years ago
- A python program to implement the discrete binomial option pricing model☆84Updated 3 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 4 years ago
- Full Python implementation of the Heston pricing algorithm developed in the article by Leif Anderson and Mark Lake in their article Robus…☆22Updated 5 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆52Updated 4 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆173Updated last year
- Repository for teachings on Quant Finance☆50Updated 6 years ago
- ☆24Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated 2 years ago
- ☆54Updated 7 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated 2 years ago