Forecast volatility using OHLC volatility estimators
☆30Apr 17, 2026Updated 6 months ago
Alternatives and similar repositories for OHLC-Vol
Users that are interested in OHLC-Vol are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Fit many probability distributions from SciPy to asset returns and rank them.☆14Sep 17, 2026Updated last month
- Fit autoregressive models with skewed generalized error distribution (SGED) noise whose parameters vary with level☆26Apr 26, 2026Updated 6 months ago
- Python scripts to get historical intraday quotes from Yahoo Finance☆12Aug 25, 2025Updated last year
- Volatility Forecasting: A Horse Race Across GARCH, HAR, and Tree-Based Models. Reproducible code, data, and results.☆12May 4, 2026Updated 5 months ago
- Overview of available HFT software☆38Jul 26, 2026Updated 3 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Piecewise quadratic approximation to the Black-Scholes value of a straddle vs. stock price☆15Jan 15, 2026Updated 9 months ago
- Get option chains from Yahoo Finance☆21Feb 1, 2026Updated 8 months ago
- Compare realized volatility estimators for intraday data☆12Apr 8, 2026Updated 6 months ago
- An options market dashboard for scanning gamma exposure, volatility structure, skew, and dealer positioning across multiple tickers — wit…☆38Jul 3, 2026Updated 3 months ago
- A local-first financial data warehouse for universe-scale market data.☆184Mar 30, 2026Updated 6 months ago
- ☆19Oct 18, 2026Updated last week
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.☆15May 24, 2018Updated 8 years ago
- A collection of scripts for modelling financial markets & options in R.☆66Jan 25, 2025Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆202Feb 16, 2024Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Interactive Development Environment for Claude Code☆13Feb 4, 2026Updated 8 months ago
- Extract and visualize implied volatility from option chain data☆50Mar 26, 2026Updated 7 months ago
- Numba-vectorised Black-Scholes-Merton and Bachelier prices, Greeks, and implied-volatility fits over NumPy arrays for quantitative resear…☆14Updated this week
- End-to-end financial text-analysis using Bigdata API and the Bigdata-Research-Tools library. Ready-to-use notebooks with RAG & GenAI enab…☆38Oct 22, 2026Updated last week
- First class of the 2nd-year Finance sequence for the M.Sc. and PhD degrees at FGV-EPGE.☆24Apr 6, 2026Updated 6 months ago
- Designed for traders who rely on multi-timeframe analysis and ICT/Smart Money concepts, HTF SUITE provides institutional market context w…☆133Sep 17, 2026Updated last month
- Uses L2 data's change in time to estimate a L3 order book microstructure on Binance☆295Jul 12, 2026Updated 3 months ago
- Direct connection engine for Interactive Brokers in Rust. No Java Gateway required. Ultra-low-latency orders and market data. Rust + Pyth…☆189Oct 20, 2026Updated last week
- Get fundamental stock data from Yahoo Finance☆20Nov 16, 2025Updated 11 months 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.
- ☆46Sep 4, 2026Updated last month
- Furnace is a high-performance quantitative trading library that provides features similar to CCXT, allowing developers to connect and int…☆16Jan 16, 2025Updated last year
- FinanceGPT-B☆10Mar 26, 2024Updated 2 years ago
- Paranoid analysis of iMessage chats with OpenAI, LlamaIndex & DuckDB☆13Sep 12, 2023Updated 3 years ago
- Integration with ThetaData for Options History and Live Streaming☆24Updated this week
- Winter Semester Object Orientated Programming Fundamentals Course☆11Dec 6, 2017Updated 8 years ago
- Rust-based rewrite of Optopsy: An options backtesting engine exposed via Model Context Protocol (MCP)☆24Apr 7, 2026Updated 6 months ago
- It is a low-latency rust concurrency library designed around ring buffers, sequencers, and customizable wait strategies. It provides spsc…☆23Oct 18, 2026Updated last week
- Do funding rates predict returns? A survivorship-free test on 6.1M settlements across three venues.☆43Aug 8, 2026Updated 2 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Cross-provider market data validation for OHLCV prices, adjusted returns, discrepancies, and consensus datasets.☆16Sep 28, 2026Updated last month
- Using XGBoost Python library to create a model for short-term forecasting of crude oil prices based on other important prices trends (gol…☆10Sep 16, 2016Updated 10 years ago
- IronSBE is a complete Rust implementation of the [Simple Binary Encoding (SBE)](https://www.fixtrading.org/standards/sbe/) protocol, desi…☆22Updated this week
- Code for the paper "FinRLlama: A Solution to LLM-Engineered Signals Challenge at FinRL Contest 2024"☆12Feb 14, 2025Updated last year
- Trading intern test☆34Feb 22, 2019Updated 7 years ago
- A repository of machine-learnable formatted oklahoma o&g production data.☆10Mar 20, 2017Updated 9 years ago
- Introduction to mathematical modelling including deterministic, stochastic and data-driven models.☆14Dec 11, 2023Updated 2 years ago