Alternatives and similar repositories for volatility_smile:

Users that are interested in volatility_smile are comparing it to the libraries listed below

• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆121Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆51Updated 5 years ago
• rosie068 / BARRA_risk
  A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…
  ☆62Updated 4 years ago
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆27Updated 3 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆78Updated 5 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆64Updated 5 years ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆79Updated 5 years ago
• TruthHun / multi-factor-stock-selection
  多因子选股(股票) ,基于Fama三因子构成的多因子策略
  ☆76Updated 7 years ago
• quantasset / factorset
  factorset: 提供中国A股市场因子集合，包含各类常用及特异因子计算方法，持续更新中。提供轻量级因子计算框架，高可扩展。持续更新中。
  ☆39Updated 6 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆69Updated 3 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆135Updated 7 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆40Updated last year
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆56Updated 2 years ago
• sfl666 / option_tools
  期权隐含波动率/历史波动率
  ☆189Updated 2 years ago
• RicardoMYang / FactorAnalysis
  多因子策略回测框架
  ☆32Updated 5 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆71Updated 3 years ago
• Constantineople / Assignment1
  根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现
  ☆21Updated 2 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆43Updated last year
• ChannelCMT / QS
  CTA_Strategies
  ☆39Updated 7 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆43Updated 5 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆89Updated 5 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆34Updated 4 years ago
• Ckend / alphalens
  Performance analysis of predictive (alpha) stock factors
  ☆29Updated 3 years ago
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆121Updated 5 years ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆58Updated last year
• eiahb3838ya / PHBS_ML_for_quant_project
  ☆20Updated 4 years ago