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。
☆15Aug 26, 2020Updated 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 数据可视化(包含柱状图、折线图、散点图、热力图、复杂柱状图、预览面板)☆13Aug 16, 2018Updated 7 years ago
- 计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数☆125Jul 14, 2020Updated 5 years ago
- 在Kaggle比赛 Home Credit Default Risk中测试gplearn进行特征工程的效果☆10Jul 18, 2018Updated 7 years ago
- 期权隐含波动率/历史波动率☆198Aug 7, 2022Updated 3 years ago
- An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.☆10Sep 24, 2020Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 3 months ago
- 2018/2019/校招/春招/秋招/算法/机器学习(Machine Learning)/深度学习(Deep Learning)/自然语言处理(NLP)/C/C++/Python/面试笔记☆11Feb 15, 2019Updated 7 years ago
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆18Dec 29, 2022Updated 3 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆18Jun 26, 2021Updated 5 years ago
- Configurable Depth Chart component based on Vue. 基于Vue的可配置深度图☆11Sep 3, 2020Updated 5 years ago
- Translate srt subtitles through Google Translation API☆16Apr 20, 2018Updated 8 years ago
- 中国波动率指数IVIX（CBOE volatility index）☆27May 25, 2021Updated 5 years ago
- ☆10Nov 4, 2018Updated 7 years ago
- 农气物联网解决方案☆12Apr 27, 2017Updated 9 years ago
- 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.
- MySQL数据库学习笔记☆11Apr 7, 2021Updated 5 years ago
- Easily insert the current date and/or time into your Neovim buffer.☆10Nov 23, 2025Updated 7 months ago
- 在Kaggle比赛中的Featuretools指南☆19Jul 9, 2018Updated 7 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☆52Mar 10, 2023Updated 3 years ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆19Jan 18, 2023Updated 3 years ago
- Binance local and real-time market candle server☆16Feb 28, 2024Updated 2 years ago
- Web app for pandas-ta indicators☆18Mar 18, 2024Updated 2 years ago
- Extensible SQL Lexer and Parser for Rust☆12Dec 22, 2021Updated 4 years ago
- <自动化办公> 两秒完成250页豆瓣电影PPT☆12May 12, 2018Updated 8 years ago
- 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.
- 使用python完成一个智能插座项目☆11Sep 20, 2019Updated 6 years ago
- 《现代企业架构框架白皮书》数字化转型底层方法论 V4 的文本拆解版，个人学习目的☆18Jul 31, 2023Updated 2 years ago
- 利用麦克风阵列收集洗衣机信号，根据盲源分离算法将洗衣机信号分 离出来，并通过傅里叶变换对比故障信号和正常信号，从而判断洗衣机是否有损坏☆13Apr 26, 2020Updated 6 years ago
- 定义了计算指数相关评价指标的类，包括夏普比、年化收益、卡玛比例、夏普比率、索提诺比率、最大回撤、下行波动率、偏度、斜度等11个指标，并计算出各指数60日的年化上述指标，同时又采用多进程的方法进行了改进。☆14Jan 15, 2021Updated 5 years ago
- 用javaweb结合python开发的同花顺实盘接口☆15Sep 5, 2017Updated 8 years ago
- 这是一个javaweb实现数据库增删查改功能的小案例，代码齐全☆10Jun 21, 2022Updated 4 years ago
- A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.☆37Jun 29, 2022Updated 4 years ago
- 办公自动化Python实现☆11Dec 11, 2020Updated 5 years ago
- openctp-ctp 切换多通道柜台利器☆16Nov 7, 2025Updated 7 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Convenience wrapper around pyueye API for IDS cameras.☆21Feb 22, 2019Updated 7 years ago
- Small tool that plots the total payoff of a strategy combining financial call/put options and/or the underlying☆15Oct 18, 2015Updated 10 years ago
- 实行gamma scalping策略时的期权组合选择工具☆19Mar 10, 2019Updated 7 years ago
- A program to optimize option trading strategies☆16Nov 14, 2020Updated 5 years ago
- ☆34Jan 7, 2022Updated 4 years ago
- C3 Web Examples☆10Sep 3, 2019Updated 6 years ago
- 基于基因表达式规划算法的因子挖掘☆36Sep 1, 2021Updated 4 years ago