volatility arbitrage in Heston model
☆71Apr 3, 2025Updated last year
Alternatives and similar repositories for volatility_arbitrage
Users that are interested in volatility_arbitrage 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 Battery Intraday Trading Engine, based on dynamic programming approximations, written in C++, wrapped for Python☆46Feb 5, 2026Updated 4 months ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 2 months ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆18Apr 15, 2022Updated 4 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆19Nov 6, 2024Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- ☆88Nov 23, 2024Updated last year
- Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.☆18Apr 28, 2024Updated 2 years ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆34Nov 10, 2021Updated 4 years ago
- Explore building an advanced infrastructure for enhancing QuantConnect with Snowflake, Databricks, Airflow & AWS. Learn the basics of qua…☆15Jan 27, 2024Updated 2 years ago
- Baruch MFE 2019 Spring☆46May 29, 2020Updated 6 years ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆24May 3, 2019Updated 7 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆127Jan 10, 2024Updated 2 years ago
- Statistical tests for Value at Risk (VaR) Models.☆16Mar 21, 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.
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Delta hedging under SABR model☆49May 14, 2024Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆131Updated this week
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- Simple storage for stock prices with adjusted prices calculation based on Center for Research in Security Prices (CRSP) standards☆12Feb 15, 2018Updated 8 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆148May 6, 2023Updated 3 years ago
- Model Confidence Set (MCS) implementation in Python☆20Oct 21, 2024Updated last year
- Python implementation for regime-dependent portfolio optimization☆15Oct 14, 2023Updated 2 years ago
- Cornell Quant Fund 2022 Trading competition Options Case winner☆21Dec 9, 2022Updated 3 years ago
- 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.
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆40Mar 26, 2018Updated 8 years ago
- Stochastic local volatility model calibration☆20Apr 23, 2021Updated 5 years ago
- Code that accompanies the paper Guided Deep Kernel Learning☆10Jul 2, 2023Updated 2 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- Robust Statistical Arbitrage Strategies☆16Sep 29, 2021Updated 4 years ago
- ☆21Jun 28, 2022Updated 3 years ago
- Classes for analysing and implementing equity portfolios in R.☆17Aug 19, 2024Updated last year
- 多因子选股框架☆27Dec 9, 2020Updated 5 years ago
- A limit order match engine and backend service with simple account management using RESTful API in Rust-lang.☆18Jan 3, 2023Updated 3 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.
- Machine learning models to predict realtime financial market data provided by Jane Street☆52Aug 29, 2021Updated 4 years ago
- QuantMinds Rough Volatility Workshop lectures☆71Sep 6, 2025Updated 9 months ago
- Algo options trading using machine learning.☆15Jul 16, 2021Updated 4 years ago
- Volterra Integral Equation Solver☆12Feb 3, 2016Updated 10 years ago
- my talk for credit suisse☆42Updated this week
- Macrosynergy Quant Research☆183Updated this week
- Some (relatively) lightweight short-term Energy Forecasting Tools for solar, wind, and load.☆57Jun 4, 2026Updated last week