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derivatives_and_hedging
bin-yang-algotune edited this page Apr 15, 2021
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| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|---|---|---|---|---|---|---|
| Options | Black Scholes and Copula. | nan | nan | nan | ✔️ | |
| Derivative Markets | The economics of futures, futures, options, and swaps. | 2/9/16 5:30 | 4/6/21 20:49 | 8.0 | ✔️ | |
| Volatility and Variance Derivatives | Volatility derivatives analytics. | 10/21/16 4:12 | 2/22/21 13:32 | 79.0 | ✔️ | |
| tda-api | NEW | 4/3/20 21:19 | 4/12/21 3:12 | 649.0 | ✔️ | |
| Strata | NEW | 6/16/14 11:45 | 4/12/21 6:32 | 607.0 | ✔️ | |
| FinanceDatabase | NEW | 1/28/21 18:36 | 4/8/21 11:10 | 595.0 | ✔️ | |
| gs-quant | NEW | 12/14/18 21:10 | 3/25/21 15:33 | 584.0 | ✔️ | |
| wallstreet | NEW | 1/20/16 22:03 | 8/9/19 23:14 | 570.0 | ✔️ | |
| algotrader | NEW | 4/10/18 2:31 | 8/27/20 8:16 | 477.0 | ✔️ | |
| FinancePy | NEW | 10/27/19 15:04 | 3/11/21 21:40 | 441.0 | ✔️ | |
| Hull White | Callable Bond, Hull White. | 6/6/18 22:06 | 6/6/18 22:27 | 4.0 | ✖️ | |
| optopsy | NEW | 9/17/17 1:49 | 12/7/20 17:00 | 393.0 | ✔️ | |
| StockSharp | NEW | 12/8/14 7:53 | 4/7/21 10:55 | 3924.0 | ✔️ | |
| Derivatives Python | Derivative analytics with Python. | 7/9/15 12:27 | 2/22/21 13:29 | 388.0 | ✔️ | |
| akshare | NEW | 10/1/19 7:34 | 4/13/21 11:18 | 3374.0 | ✔️ | |
| Options | Introduction to options. | 7/28/17 15:48 | 3/17/21 17:17 | 335.0 | ✔️ | |
| Options-Trading-Strategies-in-Python | NEW | 8/30/17 6:00 | 8/21/19 15:47 | 317.0 | ✔️ | |
| Delta Hedging | Advanced derivatives. | 3/2/18 23:53 | 7/17/18 23:32 | 3.0 | ✖️ | |
| tai | NEW | 7/28/17 3:07 | 4/12/21 22:40 | 273.0 | ✔️ | |
| QLNet | NEW | 8/22/13 14:51 | 3/2/21 18:39 | 259.0 | ✔️ | |
| tf-quant-finance | NEW | 7/24/19 16:09 | 4/13/21 22:09 | 2569.0 | ✔️ | |
| Options_Data_Science | NEW | 12/9/20 4:51 | 4/5/21 3:55 | 238.0 | ✔️ | |
| trading-server | NEW | 3/5/19 3:06 | 3/8/21 2:37 | 209.0 | ✔️ | |
| Option Strategies | Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. | 5/22/18 18:27 | 5/22/18 18:30 | 2.0 | ✖️ | |
| trade-frame | NEW | 7/24/16 15:25 | 11/9/20 1:16 | 188.0 | ✔️ | |
| quant-trading | NEW | 4/3/18 14:08 | 4/13/21 18:37 | 1771.0 | ✔️ | |
| paperbroker | NEW | 7/6/17 2:04 | 4/8/18 18:37 | 175.0 | ✖️ | |
| MarketAnalysis | NEW | 3/28/19 19:46 | 8/6/20 5:15 | 170.0 | ✔️ | |
| Computational Derivatives | Projects focusing on investigating simulations and computational techniques applied in finance. | 1/29/18 5:01 | 8/2/18 5:56 | 17.0 | ✖️ | |
| AlgorithmicTrading | NEW | 3/14/19 9:33 | 2/3/21 22:29 | 168.0 | ✔️ | |
| openAlgo | NEW | 5/28/13 14:46 | 3/24/17 20:00 | 160.0 | ✖️ | |
| Reinforcement Learning | Hedging portfolios with reinforcement learning. | 4/21/17 10:58 | 8/2/17 21:41 | 16.0 | ✖️ | |
| huobi_futures_Python | NEW | 1/14/20 7:21 | 3/2/21 7:30 | 137.0 | ✔️ | |
| fast_arrow | NEW | 7/19/18 23:15 | 4/18/20 18:05 | 127.0 | ✔️ | |
| robin_stocks | NEW | 2/23/18 0:49 | 2/27/21 17:48 | 1012.0 | ✔️ | |
| Derman | Binomial tree for American call. | 5/18/18 18:08 | 9/21/18 19:59 | 1.0 | ✖️ | |
| Options Risk Measures | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | 4/29/16 3:51 | 1/16/18 1:24 | 1.0 | ✖️ | |
| Black Scholes | Options pricing. | 12/9/17 18:50 | 7/9/18 9:48 | 1.0 | ✖️ |