xurendong / derivx
DerivX Core Library
☆18Updated 6 months ago
Alternatives and similar repositories for derivx:
Users that are interested in derivx are comparing it to the libraries listed below
- High Frequency Trading Strategies☆42Updated 7 years ago
- Just another backtester☆20Updated 3 months ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆44Updated 4 years ago
- ☆15Updated 6 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆52Updated 2 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- tools for alpha research☆23Updated 7 years ago
- ☆49Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- Examples of nautilus script☆32Updated 3 months ago
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- 众人的因子回测框架 stock factor test☆26Updated last week
- Quant Studio Document☆24Updated 4 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆12Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆42Updated 4 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆28Updated last year
- Python Data Analysis and Financial Calculation☆64Updated 5 years ago
- ☆22Updated 4 years ago
- ☆24Updated 9 years ago
- A library for portfolio optimization algorithms with python interface.☆30Updated 4 years ago
- Delta hedging under SABR model☆27Updated 10 months ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- ☆12Updated 3 years ago
- 雪球结构产品定价☆29Updated last year
- ☆20Updated 4 years ago
- AAD enabled and scripting included derivatives modeling.☆22Updated this week
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago