Alternatives and similar repositories for Calculate-VIX-ETF-RollDown-Value

Users that are interested in Calculate-VIX-ETF-RollDown-Value are comparing it to the libraries listed below

• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆22Updated 6 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆54Updated 5 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• GBERESEARCH / volvisualizer
  Extract and visualize implied volatility from option chain data
  ☆41Updated 3 months ago
• Herrsosa / Volatility-and-the-Equity-Risk-Premium
  ☆14Updated 6 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• mehulsharma3795 / Stock-Options-Pricing-Model
  • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…
  ☆15Updated 2 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆67Updated 2 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• Draichi / Portfolio-Management-list
  List of portfolio management resources, using Reinforcement Learning.
  ☆41Updated last year
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 5 years ago
• alexanu / Python_Trading_Snippets
  Collections of snippets for trading I find interesting
  ☆27Updated 8 months ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆45Updated 7 years ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆50Updated 6 years ago
• 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.
  ☆67Updated 5 years ago
• jerrytigerxu / Pairs-Trading
  ☆23Updated 6 years ago
• samchaaa / market_profile
  How to make simple market profile charts in seaborn.
  ☆13Updated 7 years ago
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆57Updated 3 weeks ago
• TommasoBelluzzo / HistoricalVolatility
  A framework for historical volatility estimation and analysis.
  ☆35Updated 5 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 4 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 5 years ago
• kurupjayesh / Statistical-Arbitrage-using-Pairs-Trading
  ☆49Updated 8 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆15Updated 5 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆67Updated 8 years ago
• jasonstrimpel / optionslib
  ☆11Updated 10 years ago
• schepal / delta_hedge
  A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
  ☆73Updated 3 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆62Updated 8 years ago
• jasonstrimpel / covshrink
  Python implementation of a sample covariance matrix shrinkage experiment
  ☆32Updated 11 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆98Updated 7 years ago