Library for simulation and analysis of vanilla and exotic options
☆35May 23, 2020Updated 6 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Algorithmic multi-greek hedges using Python☆21Dec 6, 2020Updated 5 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆65Jan 5, 2020Updated 6 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆14Jan 17, 2020Updated 6 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆23Feb 16, 2021Updated 5 years ago
- Design pattern for critical stages in the development process of an AI Stock Trading Bot☆145Jan 18, 2020Updated 6 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆13Apr 16, 2022Updated 4 years ago
- Genetic based optimization prior to standard backpropagation, the accompanying medium article can be found here☆15Jan 3, 2020Updated 6 years ago
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆17Dec 19, 2019Updated 6 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆101Nov 7, 2022Updated 3 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆142Feb 27, 2025Updated last year
- Option pricing using fang oosterlee algorithm☆18Sep 4, 2021Updated 4 years ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆36Feb 15, 2022Updated 4 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆90Oct 24, 2013Updated 12 years ago
- https://practicemarketmaking.com☆15Jun 24, 2025Updated 11 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 9 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆18Apr 15, 2022Updated 4 years ago
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆12May 13, 2020Updated 6 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆46Aug 30, 2019Updated 6 years ago
- ☆22Jan 5, 2018Updated 8 years ago
- Risk tools for commodities trading and finance☆40Feb 11, 2026Updated 4 months ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆30May 16, 2016Updated 10 years ago
- ☆18Apr 1, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆27Aug 23, 2014Updated 11 years ago
- Code for getting implied volatility in Python☆27Jul 27, 2017Updated 8 years ago
- Predict the change in closing price from one trading day to the next into one of four bands for any stock using technical indicators and …☆25Dec 8, 2022Updated 3 years ago
- Is it possible to find which stocks will perform well in the future by looking at past financial data?☆25Jan 13, 2020Updated 6 years ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Apr 10, 2020Updated 6 years ago
- Log trades of any type of security, and then get an analysis of your strategy☆14Sep 18, 2020Updated 5 years ago
- pmm-admin for PMM 2.x.☆11Jun 1, 2022Updated 4 years ago
- Easy to use quantitative finance workbench for JavaScript, combining Google V8 and QuantLib☆49Sep 29, 2015Updated 10 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- all blog posts☆17Dec 30, 2023Updated 2 years ago
- Covalent demonstration of the QVR algorithm using a cryptocurrency time series use case☆21Sep 28, 2023Updated 2 years ago
- A solution to critical stages of algorithmic trading system development using Interactive Broker's Java API☆63Jan 3, 2020Updated 6 years ago
- Notebook fitting a Bayesian Gaussian mixture model via stochastic variational inference w/ TensorFlow 2.0☆14Jun 13, 2019Updated 7 years ago
- The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python☆25Aug 25, 2024Updated last year
- ☆43Mar 18, 2025Updated last year
- Convert any value to code☆12Jul 1, 2023Updated 2 years ago