期权行情数据获取，包括实时tick数据，分钟数据，k线数据
☆53Mar 10, 2023Updated 3 years ago
Alternatives and similar repositories for option_data
Users that are interested in option_data are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 上证50ETF波动率指数☆18May 13, 2023Updated 3 years ago
- 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 last year
- 期权隐含波动率/历史波动率☆202Aug 7, 2022Updated 4 years ago
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆15Nov 10, 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☆126Jul 14, 2020Updated 6 years 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.
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- Modeling of intraday volatility and volume in financial markets☆22May 29, 2023Updated 3 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
- 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。☆16Aug 26, 2020Updated 6 years ago
- 中国波指的计算☆154Nov 2, 2018Updated 7 years ago
- VeighNa框架的交易组合管理模块☆27Oct 5, 2026Updated 3 weeks ago
- ☆10Nov 8, 2021Updated 4 years ago
- Self-optimizing nth order Savitzky-Golay filter☆12Jun 17, 2026Updated 4 months ago
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆10Mar 9, 2024Updated 2 years ago
- VeighNa框架的InfluxDB数据库接口☆14Apr 1, 2024Updated 2 years ago
- 基于 Microsoft Qlib 扩展的六大因子库，专为中国A股市场优化的量化因子工程。含 Alpha360/158/101、GTJA191、TDXGS、JQ110 共 1000+ 因子☆18Jul 17, 2026Updated 3 months ago
- Unsupervised Clustering and Meta-analysis using Gaussian Mixture Copula Models☆15Aug 25, 2026Updated 2 months ago
- A pytorch-lightning based tool for training pytorch model more simply☆19Dec 2, 2023Updated 2 years ago
- 计算中国偏度指数（CBOE skew index）☆15May 23, 2021Updated 5 years ago
- 以wind为数据源的基金单期brinson业绩归因☆89Jan 23, 2020Updated 6 years ago
- DCF valuation notebooks based on financial-statement analysis and stock valuation study notes.☆56Jan 22, 2021Updated 5 years ago
- baseline for MGTV competition 2022 PIR☆11Apr 11, 2022Updated 4 years 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.
- orderbooks contain so much more organic informations than moving averages...☆19Oct 23, 2026Updated last week
- 基于jqdata，均线及神仙大趋势指标选股☆14Dec 2, 2018Updated 7 years ago
- 实行gamma scalping策略时的期权组合选择工具☆19Mar 10, 2019Updated 7 years ago
- Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net☆10Nov 9, 2024Updated last year
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Apr 9, 2020Updated 6 years ago
- 提取上市公司财务报表数据，使用DCF模型进行估值☆54Mar 7, 2021Updated 5 years ago
- 雁陎的各种小项目合集☆17Apr 8, 2024Updated 2 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。☆40Feb 17, 2019Updated 7 years ago
- dynamic copula dcc garch estimate bank systematic risk☆21Dec 29, 2021Updated 4 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.
- 数据治理整体架构☆10Nov 11, 2019Updated 6 years ago
- 用于股票量化策略的测试☆27Sep 21, 2024Updated 2 years ago
- backtrader接入国内期货实盘交易☆79Sep 8, 2021Updated 5 years ago
- Library of rules, skills, workflows, and AGENTS.md files from the Cline community☆21Feb 27, 2026Updated 8 months ago
- Neural network framework for volatility surface approximation and calibration. Supports rough Heston/Bergomi, random grids, multi-regime …☆15Jul 7, 2026Updated 3 months ago
- ☆33Dec 6, 2025Updated 10 months ago
- This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approac…☆13Jul 18, 2022Updated 4 years ago