xinyexu / Binary-Option-PricingLinks
Currency Binary Option Pricing with 3 methods and implied smile
☆27Updated 6 years ago
Alternatives and similar repositories for Binary-Option-Pricing
Users that are interested in Binary-Option-Pricing are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- Portfolio optimization with cvxopt☆40Updated 10 months ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- ☆215Updated 8 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- ☆65Updated 2 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- ☆76Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆27Updated 2 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- ☆41Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆75Updated last year
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆43Updated 3 years ago
- ☆25Updated 7 years ago
- ☆27Updated 8 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆132Updated 7 months ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆123Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago