mehulsharma3795 / Stock-Options-Pricing-ModelLinks
• Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model. • Developed Cox-Ross-Rubenstein Binomial Tree Model for pricing American Call & Put Options.• Programatically Implemented Black Sholes Merton Model for pricing European Call & Put Options.
☆15Updated 2 years ago
Alternatives and similar repositories for Stock-Options-Pricing-Model
Users that are interested in Stock-Options-Pricing-Model are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆25Updated 7 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- ☆42Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Design your own Trading Strategy☆39Updated last year
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆66Updated 5 years ago
- Portfolio optimization with cvxopt☆40Updated 7 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE …☆68Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 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…☆16Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- ☆65Updated 2 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆61Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆54Updated 4 years ago
- ☆35Updated 7 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆26Updated last year
- Stochastic volatility models and their application to Deribit crypro-options exchange☆12Updated 10 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆13Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- Dynamic portfolio optimization☆26Updated last year