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derivatives_and_hedging
bin-yang-algotune edited this page Aug 11, 2021
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| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|---|---|---|---|---|---|---|
| Options | Black Scholes and Copula. | nan | nan | nan | ✔️ | |
| Volatility and Variance Derivatives | Volatility derivatives analytics. | 2016-10-21 04:12:50 | 2021-05-15 10:12:38 | 86.0 | ✔️ | |
| Derivative Markets | The economics of futures, futures, options, and swaps. | 2016-02-09 05:30:27 | 2021-04-15 16:02:59 | 8.0 | ✔️ | |
| tda-api | NEW | 2020-04-03 21:19:12 | 2021-07-25 02:47:53 | 754.0 | ✔️ | |
| FinanceDatabase | NEW | 2021-01-28 18:36:09 | 2021-07-23 09:36:34 | 742.0 | ✔️ | |
| gs-quant | NEW | 2018-12-14 21:10:40 | 2021-07-27 23:20:12 | 683.0 | ✔️ | |
| wallstreet | NEW | 2016-01-20 22:03:39 | 2021-07-09 21:03:50 | 660.0 | ✔️ | |
| Strata | NEW | 2014-06-16 11:45:55 | 2021-07-28 17:16:33 | 627.0 | ✔️ | |
| FinancePy | NEW | 2019-10-27 15:04:56 | 2021-07-27 14:31:54 | 538.0 | ✔️ | |
| algotrader | NEW | 2018-04-10 02:31:26 | 2020-08-27 08:16:44 | 500.0 | ✔️ | |
| optopsy | NEW | 2017-09-17 01:49:54 | 2021-06-04 16:13:34 | 440.0 | ✔️ | |
| StockSharp | NEW | 2014-12-08 07:53:44 | 2021-07-30 18:17:30 | 4258.0 | ✔️ | |
| Derivatives Python | Derivative analytics with Python. | 2015-07-09 12:27:29 | 2021-02-22 13:29:18 | 411.0 | ✔️ | |
| Hull White | Callable Bond, Hull White. | 2018-06-06 22:06:06 | 2018-06-06 22:27:02 | 4.0 | ✖️ | |
| akshare | NEW | 2019-10-01 07:34:12 | 2021-07-31 10:18:54 | 3801.0 | ✔️ | |
| Options | Introduction to options. | 2017-07-28 15:48:29 | 2021-03-17 17:17:08 | 366.0 | ✔️ | |
| Options-Trading-Strategies-in-Python | NEW | 2017-08-30 06:00:15 | 2019-08-21 15:47:57 | 354.0 | ✔️ | |
| tai | NEW | 2017-07-28 03:07:18 | 2021-07-31 21:59:04 | 302.0 | ✔️ | |
| Option Strategies | Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. | 2018-05-22 18:27:26 | 2018-05-22 18:30:24 | 3.0 | ✖️ | |
| Delta Hedging | Advanced derivatives. | 2018-03-02 23:53:53 | 2018-07-17 23:32:23 | 3.0 | ✖️ | |
| trading-server | NEW | 2019-03-05 03:06:19 | 2021-03-08 02:37:08 | 280.0 | ✔️ | |
| tf-quant-finance | NEW | 2019-07-24 16:09:50 | 2021-07-30 15:53:12 | 2739.0 | ✔️ | |
| QLNet | NEW | 2013-08-22 14:51:43 | 2021-03-02 18:39:41 | 268.0 | ✔️ | |
| Options_Data_Science | NEW | 2020-12-09 04:51:20 | 2021-07-30 03:46:06 | 255.0 | ✔️ | |
| AlgorithmicTrading | NEW | 2019-03-14 09:33:37 | 2021-02-03 22:29:07 | 213.0 | ✔️ | |
| trade-frame | NEW | 2016-07-24 15:25:30 | 2021-07-26 01:18:34 | 211.0 | ✔️ | |
| quant-trading | NEW | 2018-04-03 14:08:14 | 2021-07-26 16:43:08 | 2049.0 | ✔️ | |
| huobi_futures_Python | NEW | 2020-01-14 07:21:39 | 2021-06-25 01:29:01 | 203.0 | ✔️ | |
| Computational Derivatives | Projects focusing on investigating simulations and computational techniques applied in finance. | 2018-01-29 05:01:52 | 2018-08-02 05:56:49 | 19.0 | ✖️ | |
| paperbroker | NEW | 2017-07-06 02:04:51 | 2018-04-08 18:37:57 | 185.0 | ✖️ | |
| MarketAnalysis | NEW | 2019-03-28 19:46:34 | 2020-08-06 05:15:46 | 183.0 | ✔️ | |
| openAlgo | NEW | 2013-05-28 14:46:53 | 2017-03-24 20:00:24 | 166.0 | ✖️ | |
| Reinforcement Learning | Hedging portfolios with reinforcement learning. | 2017-04-21 10:58:56 | 2017-08-02 21:41:06 | 16.0 | ✖️ | |
| fast_arrow | NEW | 2018-07-19 23:15:25 | 2020-04-18 18:05:37 | 127.0 | ✔️ | |
| stocktrends | NEW | 2018-02-06 12:56:48 | 2021-06-09 03:20:10 | 119.0 | ✔️ | |
| robin_stocks | NEW | 2018-02-23 00:49:37 | 2021-05-12 02:21:21 | 1125.0 | ✔️ | |
| Derman | Binomial tree for American call. | 2018-05-18 18:08:16 | 2018-09-21 19:59:01 | 1.0 | ✖️ | |
| Black Scholes | Options pricing. | 2017-12-09 18:50:20 | 2018-07-09 09:48:36 | 1.0 | ✖️ | |
| Options Risk Measures | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | 2016-04-29 03:51:25 | 2018-01-16 01:24:07 | 1.0 | ✖️ |