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

• 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
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆52Updated 4 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆26Updated 10 months ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 5 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆65Updated 2 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• jerrytigerxu / Pairs-Trading
  ☆22Updated 5 years ago
• schepal / crypto_gamma_exposure
  A research project to study the gamma exposure of market-makers in Bitcoin option markets.
  ☆14Updated 4 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• GBERESEARCH / volvisualizer
  Extract and visualize implied volatility from option chain data
  ☆38Updated this week
• linhnguyen215538 / Volatility-Study
  • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…
  ☆47Updated 4 years ago
• jironghuang / trend_following
  Developing a trend following model using futures
  ☆32Updated last year
• kurupjayesh / Dispersion-Trading-using-Options
  Dispersion Trading using Options
  ☆33Updated 8 years ago
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆45Updated last week
• Harkishan-99 / Alpaca-CPPI
  A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.
  ☆13Updated 3 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆14Updated 4 years ago
• MarcosCarreira / LimitOrderBooks
  Basic Limit Order Book functions
  ☆21Updated 7 years ago
• 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 4 years ago
• FedericoHan / BootstrapSwapYieldCurve
  Get discount factors and zero rates from interest rate swaps
  ☆11Updated 7 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆23Updated 4 years ago
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆32Updated last year
• jasonstrimpel / covshrink
  Python implementation of a sample covariance matrix shrinkage experiment
  ☆31Updated 11 years ago
• Herrsosa / Volatility-and-the-Equity-Risk-Premium
  ☆14Updated 6 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• CianODuffy / LiborMarketModel
  Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…
  ☆16Updated 6 years ago
• muru-raj10 / SABR-Model-Swaptions
  Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions
  ☆18Updated 8 years ago
• remis-thoughts / svi-zeliade
  Fitting an SVI model using Zeliade's method in Python with Pandas
  ☆13Updated 10 years ago
• ymh1989 / SABR_local_vol
  Construction of local volatility surface by using SABR
  ☆29Updated 8 years ago