OrzPond's Stars
Hephyrius/Binance-Ai-Bot-Starter
Boilerplate/Starter code for trading on binance using Machine Learning. Provides a basic pipeline for data gathering, feature creation, training, testing and deployment of ML augmented bots.
cetiny/awesome-taleb
A curated list of awesome things about Nassim Nicholas Taleb
bottama/Dynamic-Derivatives-Portfolio-Hedging
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
Xin-Jing/Dynamic-Hedging-using-LSTM
A new and more effective method for dynamic hedging
hack4impact/flask-base
A simple Flask boilerplate app with SQLAlchemy, Redis, User Authentication, and more.
GBERESEARCH/volvisualizer
Extract and visualize implied volatility from option chain data
guiregueira/Greeks-Calculator
These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Theta,Vega,Gamma,Rho,Episilon,Veta,Vomma,Vanna,Speed,Zomma,Color,Ultima,Dual Delta, Dual Gamma
cryptarbitrage-code/option-visualiser
Option visualiser for linear and inverse contracts
guiregueira/Convergence_BTOPM_BSOPM
Convergence between BTOPM and BSOPM
guiregueira/Greeks_Demonstration_Project
In the last month, Caio and I developed a Python script capable of deriving the Black & Scholes equation and finding all Greeks' equations, including Third-degree Greeks. In addition, we developed the graphic representation of these Greeks' behavior to variations in terms of time, implied volatility, dividends, risk-free rate, and stock price. Moreover, in this study, we found new important greeks that weren't cataloged before. As an example, we named one of them as ''Tau'' (It's demonstrated and analyzed at the end of this report)
samchaaa/vix_calculation
AI4Finance-Foundation/FinRL
FinRL: Financial Reinforcement Learning. 🔥
AI4Finance-Foundation/ElegantRL
Massively Parallel Deep Reinforcement Learning. 🔥
DaScient/SuperTrendTradingBot
A DaScient Capital proprietary project & fully autonomous application of robust technical indicators against publicly traded market data & cryptocurrency blockchain exchange platforms - using python.
AtosReis/quantitative-analysis
All my quant analysis from financial market.
pkalkunte18/options-dataset-builder
A file that retrieves and cleans options data from yahoo finance and exports it as a CSV for further analysis.
Lakshmi-1212/SimpleTradingBot
plotly/plotly.py
The interactive graphing library for Python :sparkles: This project now includes Plotly Express!
liamhartley/cryptotradingbot
Cryptocurrency trading 24/7 based on technical analysis and hosted on AWS using Terraform.
korneel69/FTX-spot-future-arbitrage
kaneelgit/Trading-strategy-
Here I test a simple ML trading strategy
Friktion-Labs/Volatility-Study
• Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot and options prices data from CBOE and Yahoo Finance • Utilized NumPy, Pandas, and SciPy packages to calculate implied volatility, realized volatility, and risk premiums to measure how the market prices risk • Gathered and plotted daily VIX futures data with Selenium, Seaborn and Matplotlib to study volatility term structure • Examined volatility clustering and built forecasting tools for market risk using correlations of daily absolute returns and volatility at different time lags
je-suis-tm/quant-trading
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
OrzPond/tardis-python
Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
tardis-dev/tardis-machine
Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market data via HTTP and WebSocket APIs
tardis-dev/serum-vial
Real-time WebSocket market data API for Serum
QuantLet/EmbeddingPortfolio
A repository for portfolio allocation based on embedding data representation
QuantLet/DigitalEconomyDecisionAnalytics
QuantLet/JumpDetectR
Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data
pfnet-research/NoTransactionBandNetwork
Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".