just-krivi / option-pricing-models
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
☆207Updated 2 months ago
Alternatives and similar repositories for option-pricing-models:
Users that are interested in option-pricing-models are comparing it to the libraries listed below
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆57Updated 4 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆416Updated 11 months ago
- HFT signals on GDAX☆92Updated 7 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆149Updated last year
- The CQF resources and my learning records☆144Updated last year
- Collection of resources used on QuantPy YouTube channel.☆201Updated last year
- Study resources for quantitative finance☆118Updated 3 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆294Updated last week
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆374Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆117Updated last year
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆256Updated 3 weeks ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆183Updated 4 months ago
- Signal processing examples in python☆136Updated 5 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆299Updated last month
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆179Updated last year
- ☆66Updated last week
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆233Updated 7 years ago
- Here you will find materials for the course of Computational Finance☆414Updated last year
- Option Calculator using Black-Scholes model and Binomial model☆169Updated 5 years ago
- Codes for the concepts related to quantitative finance☆51Updated last week
- Goldman Sachs - Quantitative Strategies Research Notes☆336Updated 4 years ago
- Option and stock backtester / live trader☆254Updated 3 months ago
- experiments with pair trading☆284Updated 3 months ago
- Quantitative Finance tools☆516Updated last year
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆218Updated 2 months ago
- A python application, that demonstrates optimizing a portfolio using machine learning.☆94Updated 9 months ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆404Updated 7 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆564Updated 2 weeks ago
- ☆215Updated last year
- Sources codes for: Mastering Python for Finance, Second Edition☆416Updated 4 months ago