volatility-trading
Options analysis
Provides a set of volatility estimators and tools for analyzing options trading data
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
2k stars
83 watching
374 forks
Language: Python
last commit: about 1 year ago
Linked from 1 awesome list
optionsoptions-tradingpythontradingvolatilityvolatility-trading
wilsonfreitas/awesome-quantRelated projects:
| Repository | Description | Stars |
|---|---|---|
 bashtage/arch | Provides tools and models for analyzing financial time series and detecting patterns in volatility. | 1,342 |
 volatilityfoundation/profiles | These zip files provide custom configurations for analyzing Linux and Mac OS X systems using the Volatility framework. | 319 |
 jkirkby3/fypy | A comprehensive Python library for pricing exotic financial options and contracts using various analytical and numerical methods. | 83 |
 robcarver17/systematictradingexamples | A collection of code examples focused on systematic trading strategies and related algorithms using Python. | 375 |
 nautechsystems/nautilus_trader | An algorithmic trading platform for building, backtesting, and deploying automated trading strategies on various asset classes | 2,310 |
 kevthehermit/volutility | A web-based tool for analyzing memory dumps using the Volatility framework. | 381 |
 edouardpoitras/nowtrade | A Python library for creating and backtesting algorithmic trading strategies using machine learning and technical indicators. | 104 |
 taylorizing/options.studies | A collection of R functions and tools for analyzing options trading data in Shiny applications. | 6 |
 mcdallas/wallstreet | A Python library providing real-time stock and option data analysis tools | 1,396 |
 ynouri/pysabr | A Python implementation of a financial volatility model | 465 |
 jameshabben/evolve | A web interface for analyzing memory dumps using the Volatility framework, providing an interactive and collaborative environment for forensic analysis. | 259 |
 vollib/vollib | Calculates option prices and Greeks using Black's formulas with extended support for Black-Scholes and Black-Scholes-Merton. | 687 |
 letianzj/quanttrader | A Python-based backtesting and live trading package for quantitative traders. | 541 |
 lastancientone/stock_analysis_for_quant | A comprehensive project providing various tools and techniques for analyzing financial data and developing trading strategies | 1,701 |
 chrism2671/pytrendfollow | A systematic futures trading framework using trend following algorithms and interacting with multiple data sources | 379 |