qlero / vix_index_modelizationLinks
Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
☆21Updated 6 years ago
Alternatives and similar repositories for vix_index_modelization
Users that are interested in vix_index_modelization are comparing it to the libraries listed below
Sorting:
- Development space for PhD in Finance☆33Updated 5 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- My replication of financial papers.☆19Updated 7 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 5 months ago
- ☆35Updated 7 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- finance☆43Updated 8 years ago
- awesome-financial-networks☆35Updated 6 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- Code for getting implied volatility in Python☆26Updated 8 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆57Updated 8 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
- Portfolio optimization with cvxopt☆40Updated 6 months ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆46Updated 3 months ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 2 months ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆76Updated 4 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆63Updated 4 months ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Updated 7 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago