Python code of commonly used stochastic models for Monte-Carlo simulations
☆30Jun 4, 2022Updated 4 years ago
Alternatives and similar repositories for stochastic-models
Users that are interested in stochastic-models are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆11Mar 18, 2026Updated 5 months ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Jul 10, 2021Updated 5 years ago
- ☆18Feb 13, 2022Updated 4 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- various valuation tools for financial derivatives☆11Nov 8, 2016Updated 9 years ago
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆17Jul 3, 2021Updated 5 years ago
- Repo for Crypto Option Calibration project in CMF☆14Dec 10, 2022Updated 3 years ago
- ☆14Mar 7, 2026Updated 6 months ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆27Dec 26, 2022Updated 3 years ago
- MARNNs Can Learn Generalized Dyck Languages☆12Nov 11, 2019Updated 6 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 4 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆24Jun 24, 2022Updated 4 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 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.
- ☆14Jul 23, 2017Updated 9 years ago
- Simulated markets based on Zero-Intelligence agent☆18Jun 12, 2020Updated 6 years ago
- A series of Jupyter Notebooks that demonstrate how to scrape data from the S&P Capital IQ Website, provided that you already have access …☆19Sep 20, 2019Updated 6 years ago
- Quantitative Trading Model based on Financial Market Sentiment / 基于市场情绪平稳度的量化交易模型☆14Feb 26, 2020Updated 6 years ago
- A rewritten version of C++ Design Patterns and Derivatives Pricing coded in Python☆11Sep 16, 2019Updated 6 years ago
- ☆28Sep 28, 2021Updated 4 years ago
- A high frequency trading server written in Rust☆20May 21, 2025Updated last year
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆51Nov 2, 2023Updated 2 years ago
- Learning project by project.☆20Aug 29, 2021Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 9 years ago
- A Python API and BMI for the Dakota iterative systems analysis toolkit☆14Apr 13, 2020Updated 6 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 3 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 7 months ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆25Jan 26, 2019Updated 7 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- ☆11Dec 18, 2015Updated 10 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.
- How to start with Jupyter, Python, Libs, Github and Models☆13May 18, 2022Updated 4 years ago
- Notebooks and files from the paper De novo Design and Bioactivity Prediction of SARS-CoV-2 Main Protease Inhibitors using Recurrent Neura…☆14Jan 13, 2023Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆14Mar 23, 2017Updated 9 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- PyTorch tutorials.☆12Apr 6, 2021Updated 5 years ago
- ☆13Jul 10, 2020Updated 6 years ago