romanmichaelpaolucci / Pricing_Exotic_OptionsLinks
Library for simulation and analysis of vanilla and exotic options
☆34Updated 5 years ago
Alternatives and similar repositories for Pricing_Exotic_Options
Users that are interested in Pricing_Exotic_Options are comparing it to the libraries listed below
Sorting:
- Algorithmic multi-greek hedges using Python☆21Updated 4 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆32Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆36Updated 8 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆23Updated 4 years ago
- Portfolio optimization with cvxopt☆40Updated 10 months ago
- ☆25Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆27Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Contains the code for my financial machine learning articles☆49Updated 5 years ago
- ☆41Updated 4 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 9 months ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Code for getting implied volatility in Python☆27Updated 8 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago