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: 4 months ago
Linked from 1 awesome list
optionsoptions-tradingpythontradingvolatilityvolatility-trading
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