Dispersion Trading using Options
☆33Apr 9, 2017Updated 9 years ago
Alternatives and similar repositories for Dispersion-Trading-using-Options
Users that are interested in Dispersion-Trading-using-Options are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆14Sep 16, 2022Updated 3 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 7 months ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆15Sep 12, 2020Updated 5 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Apr 18, 2020Updated 5 years ago
- ☆54Jun 7, 2018Updated 7 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- Option Strategy for Futures☆18Jul 29, 2020Updated 5 years ago
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆70Dec 8, 2022Updated 3 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆50Feb 9, 2021Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆26Dec 26, 2022Updated 3 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆60Sep 7, 2022Updated 3 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Nov 24, 2023Updated 2 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Dec 3, 2018Updated 7 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆127Jan 10, 2024Updated 2 years 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
- ☆11May 24, 2015Updated 10 years ago
- ☆21Jun 28, 2022Updated 3 years ago
- convertible bond pricing☆13Sep 17, 2014Updated 11 years ago
- Calculate greeks for options trading (Implied Volatility, Delta, Gamma, Vega, Rho, and Theta)☆28Mar 29, 2017Updated 9 years ago
- A Python package for PME (Public Market Equivalent) calculation☆13Jan 16, 2026Updated 2 months ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆31Oct 23, 2023Updated 2 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…☆29May 22, 2020Updated 5 years ago
- Fetch data (futures, stock, coming next => options) from IBKR for local use.☆18Mar 23, 2021Updated 5 years ago
- Corporate bond price prediction model☆15Oct 13, 2020Updated 5 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 3 weeks ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Oct 19, 2020Updated 5 years ago
- Option Volatility and Pricing Models.☆13Feb 24, 2025Updated last year
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Jun 16, 2024Updated last year
- A lean package to estimate financial asset betas☆11Feb 12, 2023Updated 3 years ago
- Hull-White 1/2 Factor Dynamics☆15Aug 20, 2022Updated 3 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Statistical tests for Value at Risk (VaR) Models.☆16Mar 21, 2026Updated 3 weeks ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Financial modelling, derivatives, investments☆14May 25, 2019Updated 6 years ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆340Jan 23, 2025Updated last year
- Extract and visualize implied volatility from option chain data☆47Mar 26, 2026Updated 2 weeks ago
- ☆25Jan 5, 2018Updated 8 years ago
- Currency Portfolio Optimization - IPython notebook and data☆26Dec 21, 2015Updated 10 years ago