期权行情数据获取,包括实时tick数据,分钟数据,k线数据
☆50Mar 10, 2023Updated 2 years ago
Alternatives and similar repositories for option_data
Users that are interested in option_data are comparing it to the libraries listed below
Sorting:
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Aug 17, 2025Updated 6 months ago
- convertible bond pricing☆13Sep 17, 2014Updated 11 years ago
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆15Nov 10, 2019Updated 6 years ago
- 期权隐含波动率/历史波动率☆196Aug 7, 2022Updated 3 years ago
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 4 years ago
- Modeling of intraday volatility and volume in financial markets☆17May 29, 2023Updated 2 years ago
- Option Greeks: Calculation and Visualization☆18Jun 12, 2023Updated 2 years ago
- 上证50ETF波动率指数☆16May 13, 2023Updated 2 years ago
- 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
- 用javaweb结合python开发的同花顺实盘接口☆15Sep 5, 2017Updated 8 years ago
- 中国波动率指数IVIX(CBOE volatility index)☆26May 25, 2021Updated 4 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。☆13Jan 15, 2021Updated 5 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆25Jun 6, 2025Updated 8 months ago
- orderbooks contain so much more organic informations than moving averages...☆19Feb 11, 2026Updated 2 weeks ago
- SSE 50 index options crawler 上证50期权数据爬虫☆20Feb 5, 2021Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆87Jan 23, 2020Updated 6 years ago
- VeighNa框架的交易组合管理模块☆26Jun 12, 2025Updated 8 months ago
- Gamma Scalping Trading Strategies☆26May 7, 2016Updated 9 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated 11 months ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- Time Series Prediction of Volume in LOB☆60Apr 17, 2024Updated last year
- This tool allows local LLM usage that can automate tasks without human interventention. The agent can call itself recursively and work on…☆20May 5, 2025Updated 9 months ago
- a multifactor model for Chinese stocks and a web site for stock scores; 基于股票的基本面、竞争力、估值等指标,用多因子模型给股票“打分”诊断☆28Sep 18, 2019Updated 6 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
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆32Oct 30, 2023Updated 2 years ago
- ☆13Dec 7, 2025Updated 2 months ago
- 威廉·欧奈尔的CANSLIM☆26May 5, 2018Updated 7 years ago
- quantitative asset allocation strategy☆36Jan 19, 2025Updated last year
- 用于股票量化策略的测试☆27Sep 21, 2024Updated last year
- 中国波指的计算☆149Nov 2, 2018Updated 7 years ago
- backtrader接入国内期货实盘交易☆79Sep 8, 2021Updated 4 years ago
- A python library for making API calls to Bonsai BRAIN.☆15Oct 6, 2022Updated 3 years ago
- 多策略回測比較☆35Dec 8, 2022Updated 3 years ago
- Personal Project that implements a variety of HFT strategies in C++☆76Apr 29, 2021Updated 4 years ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Nov 26, 2018Updated 7 years ago
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago
- BT CCXT Store☆85Sep 4, 2021Updated 4 years ago
- CTPTrader 项目是一个C++版的期货交易软件,封装上期所CTP接口,项目内含有编译好的压缩包,可直接使用。☆38Feb 17, 2019Updated 7 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago