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

GitHub

2k stars
83 watching
374 forks
Language: Python
last commit: almost 2 years ago
Linked from 1 awesome list

optionsoptions-tradingpythontradingvolatilityvolatility-trading

Backlinks from these awesome lists:

Related projects:

RepositoryDescriptionStars
bashtage/archProvides tools and models for analyzing financial time series and detecting patterns in volatility.1,342
volatilityfoundation/profilesThese zip files provide custom configurations for analyzing Linux and Mac OS X systems using the Volatility framework.319
jkirkby3/fypyA comprehensive Python library for pricing exotic financial options and contracts using various analytical and numerical methods.83
robcarver17/systematictradingexamplesA collection of code examples focused on systematic trading strategies and related algorithms using Python.375
nautechsystems/nautilus_traderAn algorithmic trading platform for building, backtesting, and deploying automated trading strategies on various asset classes2,310
kevthehermit/volutilityA web-based tool for analyzing memory dumps using the Volatility framework.381
edouardpoitras/nowtradeA Python library for creating and backtesting algorithmic trading strategies using machine learning and technical indicators.104
taylorizing/options.studiesA collection of R functions and tools for analyzing options trading data in Shiny applications.6
mcdallas/wallstreetA Python library providing real-time stock and option data analysis tools1,396
ynouri/pysabrA Python implementation of a financial volatility model465
jameshabben/evolveA web interface for analyzing memory dumps using the Volatility framework, providing an interactive and collaborative environment for forensic analysis.259
vollib/vollibCalculates option prices and Greeks using Black's formulas with extended support for Black-Scholes and Black-Scholes-Merton.687
letianzj/quanttraderA Python-based backtesting and live trading package for quantitative traders.541
lastancientone/stock_analysis_for_quantA comprehensive project providing various tools and techniques for analyzing financial data and developing trading strategies1,701
chrism2671/pytrendfollowA systematic futures trading framework using trend following algorithms and interacting with multiple data sources379