t0nychn / options-2-trees
Interactive visualization of the CRR binomial options pricing model
☆19Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for options-2-trees
- Risk tools for commodities trading and finance☆27Updated last month
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆51Updated last month
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 3 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆28Updated 10 months ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆72Updated 4 months ago
- System for using ARIMAX models to trade options on the S&P 500.☆14Updated last year
- Analysis of financial instruments☆63Updated 2 weeks ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆19Updated last year
- a Python tool for downloading sharadar data from Quandl.☆10Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆50Updated 9 months ago
- Extract and visualize implied volatility from option chain data☆31Updated 4 months ago
- Teaching Resources for Cuemacro courses☆53Updated this week
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆50Updated 3 months ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆44Updated 3 years ago
- some zipline data bundles☆59Updated 10 months ago
- Macrosynergy Quant Research☆92Updated this week
- Get meaningful OHLCV datasets☆74Updated this week
- ☆55Updated last year
- This collects the scripts and notebooks required to reproduce my published work.☆43Updated last week
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆60Updated 3 months ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 6 months ago
- Jupyter notebooks for analysis of US federal debt levels, tax revenues, budget deficit, evolution of yields on treasury borrowings, treas…☆43Updated this week
- Simple portfolio analysis and management.☆26Updated 2 years ago
- ☆23Updated last year
- A Collection of public tutorials published in the qubitquants.pro blog☆56Updated last year
- Real-time & historical data API for US stocks and options☆58Updated 4 months ago
- Python Interface to econdb.com API☆40Updated 2 years ago
- Python API Client for FRED☆54Updated last week