A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
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Feb 18, 2022 - Python
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volatility-trading
Here are 8 public repositories matching this topic...
A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
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Jan 5, 2020 - Python
High Performance Crypto Scalping Infrastructure and Market Making Engine Developed in Go.
machine-learning
cryptocurrency
monte-carlo-simulation
algorithmic-trading
quantitative-trading
statistical-arbitrage
high-frequency-trading
market-making
crypto-trading
volatility-trading
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Sep 5, 2022 - Go
High Performance Cross Platform Volatility Arbitrage Infrastructure and Recommendation Engine Developed in Go.
machine-learning
optimization
monte-carlo-simulation
algorithmic-trading
quantitative-trading
black-scholes
statistical-arbitrage
options-trading
volatility-trading
quantitative-research
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Sep 2, 2022 - Go
r
trading
risk-analysis
volatility
r-programming
risk-management
risk-model
risk-modelling
volatility-trading
volatility-modeling
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Sep 16, 2022 - R
High Performance Algorithmic Trading Infrastructure and Backtesting Engine Developed in Python and Compiled with Numba.
machine-learning
optimization
monte-carlo
algorithmic-trading
quantitative-trading
backtesting-engine
statistical-arbitrage
volatility-trading
quantitative-research
numba-jit-compiler
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Sep 14, 2022 - Python
Simulating options portfolios subject to user-specified hedging strategies.
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Updated
Mar 18, 2021 - Python
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