期权隐含波动率/历史波动率
☆195Aug 7, 2022Updated 3 years ago
Alternatives and similar repositories for option_tools
Users that are interested in option_tools are comparing it to the libraries listed below
Sorting:
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Nov 26, 2018Updated 7 years ago
- 计算波动率的六种方法,计算隐含波动率,凤凰期权的定价,编制基于50ETF期权的VIX指数☆125Jul 14, 2020Updated 5 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 3 years ago
- 中国波指的计算☆149Nov 2, 2018Updated 7 years ago
- 基于BS模型、二叉树模型、傅里叶变换、蒙特卡洛模拟,实现期权定价、希腊字母计算、隐含波动率计算。☆15Aug 26, 2020Updated 5 years ago
- 期权行情数据获取,包括实时tick数据,分钟数据,k线数据☆50Mar 10, 2023Updated 3 years ago
- SSE 50 index options crawler 上证50期权数据爬虫☆20Feb 5, 2021Updated 5 years ago
- 期权价格计算器——金融工程第二次展示☆66Feb 9, 2020Updated 6 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Dec 26, 2022Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Pricing Asian options using finite difference schemes in Python☆11Jun 20, 2025Updated 9 months ago
- ☆151Updated this week
- VeighNa框架的期权波动率交易模块☆62Dec 23, 2025Updated 2 months ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 5 years ago
- VeighNa框架的Excel RTD应用模块☆10Jun 12, 2025Updated 9 months ago
- ☆10Apr 1, 2021Updated 4 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆148Dec 29, 2023Updated 2 years ago
- three stochastic volatility model: Heston, SABR, SVI☆95Mar 6, 2019Updated 7 years ago
- Risk Parity and Factors Model on multi asseet management☆23Apr 6, 2021Updated 4 years ago
- ☆209Mar 29, 2023Updated 2 years ago
- A trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz…☆10Dec 22, 2017Updated 8 years ago
- 期权接口(汇点下单、通达信下单、钱龙下单)☆18Mar 28, 2021Updated 4 years ago
- Risk estimation algorithms☆30Aug 4, 2018Updated 7 years ago
- 基金司机,老司机帮你玩转基金☆15Jun 28, 2020Updated 5 years ago
- various valuation tools for financial derivatives☆11Nov 8, 2016Updated 9 years ago
- Final project of Topics in Quantitative Finance Summer 2020 in National School of Development, Peking University☆31Jan 2, 2021Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Jul 19, 2018Updated 7 years ago
- Just another backtester☆22Aug 27, 2025Updated 6 months ago
- quant strategy backtesting from pobo financial☆523Jan 20, 2020Updated 6 years ago
- 提取金融相关领域研究报告的主要结论(key idea)☆60Jun 6, 2018Updated 7 years ago
- Repo for Crypto Option Calibration project in CMF☆14Dec 10, 2022Updated 3 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- ☆10Nov 4, 2018Updated 7 years ago
- MFM workshop project☆14Jan 25, 2021Updated 5 years ago
- Time Series Prediction of Volume in LOB☆60Apr 17, 2024Updated last year
- Option Calculator using Black-Scholes model and Binomial model☆178Dec 4, 2019Updated 6 years ago
- Financial security modelling with Python and QuantLib☆34Apr 23, 2014Updated 11 years ago