System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore
☆17Jan 8, 2024Updated 2 years ago
Alternatives and similar repositories for volatility-surface
Users that are interested in volatility-surface are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆18Jan 18, 2023Updated 3 years ago
- Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galor…☆14Apr 5, 2023Updated 3 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆44Dec 23, 2023Updated 2 years ago
- A program to optimize option trading strategies☆16Nov 14, 2020Updated 5 years ago
- System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack☆12Oct 27, 2023Updated 3 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- A Multi-Strategy Quantitative Trading System using the TastyTrade API and Kalshi☆21Dec 3, 2023Updated 2 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- System for using ARIMAX models to trade options on the S&P 500.☆17Oct 2, 2023Updated 3 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Sep 12, 2026Updated last month
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Sep 18, 2021Updated 5 years ago
- Copia Trades para a plataforma IqOption☆11Jul 13, 2020Updated 6 years ago
- A web-based dashboard for analyzing SPY 0DTE (zero days to expiration) options trading signals. This application provides real-time marke…☆13Jul 31, 2025Updated last year
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Feb 25, 2025Updated last year
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆32Aug 12, 2026Updated 2 months ago
- C++ interface to the TD Ameritrade APIs for algorithmic trading of stock and options.☆12Dec 27, 2019Updated 6 years ago
- Algo options trading using machine learning.☆15Jul 16, 2021Updated 5 years ago
- Open-source trading platform inspired by Bloomberg Terminal. Real-time data, backtesting & options analysis.☆21Jun 4, 2026Updated 4 months ago
- ☆27Jan 10, 2024Updated 2 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆14Apr 25, 2019Updated 7 years ago
- Thinkscripts to pull call and option volume☆18Apr 28, 2020Updated 6 years ago
- ☆22Jan 5, 2018Updated 8 years ago
- 3D Volatility surface visualization in the browser☆30Jan 26, 2019Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆27Sep 28, 2025Updated last year
- Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol☆16Feb 17, 2021Updated 5 years ago
- Bot that scrapes Discord server for callouts and places appropriate option trade on Webull platform.☆17Jun 12, 2022Updated 4 years ago
- predicting stock direction for binary option trading☆17Jul 27, 2017Updated 9 years ago
- A starter code to review distribution of a strategy returns and assess Monte Carlo distribution of returns☆23Feb 24, 2022Updated 4 years ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆20Sep 15, 2022Updated 4 years ago
- System for Trading S&P 500 Daily Brackets on Kalshi Prediction Markets☆40Nov 5, 2023Updated 2 years ago
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 9 years ago
- ☆12Apr 30, 2023Updated 3 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.
- Extension template for OpenBB.☆21Oct 23, 2025Updated last year
- GUI Automated trading bot for thinkorswim trading platform☆21Jun 1, 2020Updated 6 years ago
- Python Code for Option Analysis☆47Dec 4, 2018Updated 7 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆39Apr 24, 2023Updated 3 years ago
- Materials presented at the BiocNYC meet-up☆12Nov 29, 2018Updated 7 years ago
- Datasets associated with pyprobml☆20Jun 6, 2023Updated 3 years ago
- Implementation of N-Grammer in Flax☆17Nov 3, 2022Updated 3 years ago