quantgalore / volatility-trading
System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack
☆10Updated last year
Alternatives and similar repositories for volatility-trading
Users that are interested in volatility-trading are comparing it to the libraries listed below
Sorting:
- Backtest result archive for Momentum Trading Strategies☆57Updated 6 years ago
- ☆38Updated 2 years ago
- Delta hedging under SABR model☆31Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆52Updated 4 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆38Updated 10 months ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆12Updated last year
- Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galor…☆15Updated 2 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆22Updated 5 years ago
- ☆24Updated 6 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆17Updated 4 years ago
- ☆49Updated 4 months ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Package to build risk model for factor pricing model☆25Updated 9 months ago
- Implements different approaches to tactical and strategic asset allocation☆33Updated 4 months ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆15Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆25Updated last year
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆18Updated 3 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆46Updated last month
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- Dispersion Trading using Options☆32Updated 8 years ago
- Different quantitative trading models research☆52Updated 5 months ago
- Testing trading signals of commodity futures☆16Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago