knotgd / option_analyzerLinks
基于BS模型、二叉树模型、傅里叶变换、蒙特卡洛模拟,实现期权定价、希腊字母计算、隐含波动率计算。
☆15Updated 5 years ago
Alternatives and similar repositories for option_analyzer
Users that are interested in option_analyzer are comparing it to the libraries listed below
Sorting:
- 实行gamma scalping策略时的期权组合选择工具☆19Updated 6 years ago
- 沪深300指数增强模型☆89Updated 6 years ago
- 基于聚宽平台,探索分钟级的高频交易☆36Updated 5 years ago
- 多因子选股(股票) ,基于Fama三因子构成的多因子策略☆80Updated 8 years ago
- Collect knowledge around systematic trading, including software design, trading strategies, statistical skill. 量化交易/系统化交易知识集☆47Updated 2 years ago
- 量化投资单因子分析☆22Updated 6 years ago
- Download data from tushare (https://tushare.pro), save it to mysql and retrieve it for use☆39Updated 6 years ago
- 基于streamlit的因子分析app☆91Updated 10 months ago
- 沪深300指数纯因子组合构建☆54Updated 6 years ago
- 重新造轮子构建投资组合框架,适合大类资产配置和股票交易。☆52Updated 7 years ago
- 多因子选股框架☆26Updated 5 years ago
- CTP期货数据收集与中转程序☆47Updated 7 years ago
- quantaxis_webserver☆33Updated 4 years ago
- Technical Indicators written in Cython/C☆63Updated 2 years ago
- VeighNa框架的米筐RQData数据服务接口☆51Updated 4 months ago
- A tool as Data Analyzer for commodity or stock by DataFrame☆81Updated 6 years ago
- 获取经典的量化多因子模型数据☆92Updated 4 years ago
- 期权行情数据获取,包括实时tick数据,分钟数据,k线数据☆49Updated 2 years ago
- backtrader接入国内期货实盘交易☆79Updated 4 years ago
- qlib数据层backend支持pgsql数据库☆15Updated 2 years ago
- backtrader adapted for Chinese stock market☆72Updated 8 years ago
- stock☆97Updated 4 years ago
- jaqs-fxdayu:股票多因子策略研究和分析框架jaqs拓展包☆126Updated 6 years ago
- alpha投研示例☆91Updated this week
- 书籍配套代码☆52Updated 6 years ago
- QIFI协议下的Account实现☆27Updated 4 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Updated 6 years ago
- Backtrader量化策略研报复现☆34Updated 3 years ago
- lightweight backtester☆31Updated 8 months ago
- factorset: 提供中国A股市场 因子集合,包含各类常用及特异因子计算方法,持续更新中。提供轻量级因子计算框架,高可扩展。持续更新中。☆40Updated 7 years ago