Alternatives and similar repositories for spx-vol-engine

Users that are interested in spx-vol-engine are comparing it to the libraries listed below

• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆166Updated last month
• daehkim / pair-trading
  CS7641 Team project
  ☆96Updated 5 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆120Updated last year
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆33Updated last year
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆134Updated 5 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆64Updated 4 years ago
• sigurdroemer / rough_volatility
  The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…
  ☆55Updated last month
• alexbotsula / Price_direction_forecast
  ☆45Updated 6 years ago
• charlesmalafosse / custom-factor-model
  Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"
  ☆18Updated 3 years ago
• JackJacquier / SSVI
  Surface SVI parameterisation and corresponding local volatility
  ☆50Updated 5 years ago
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆52Updated 3 months ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆145Updated 2 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆80Updated 6 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆60Updated 6 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆248Updated 7 years ago
• financialnoob / pairs_trading
  experiments with pair trading
  ☆307Updated 7 months ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 5 years ago
• theopenstreet / VPIN_HFT
  ☆114Updated 7 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆90Updated 6 years ago
• wangys96 / SVI-Volatility-Surface-Calibration
  SVI volatility surface model and an example of China 50ETF option
  ☆76Updated 5 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆120Updated last year
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆63Updated 5 years ago
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆200Updated last year
• gregzanotti / dlsa-public
  Deep Learning Statistical Arbitrage
  ☆234Updated 2 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆135Updated 7 years ago
• hashABCD / opstrat
  Option visualization python package
  ☆154Updated last year
• quantgalore / volatility-trading
  System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack
  ☆9Updated last year
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago