Pinned Repositories
Animation
black
Generic Black-Scholes -Merton calculator
calculate_iskew
计算**偏度指数（CBOE skew index）
calculate_ivix
**波动率指数IVIX（CBOE volatility index）
Deep-Hedging
EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
extractRnd
Modular R code for extracting risk neutral density from options. Heavily depend on steve figlewski's work.
fftoptionlib
FFT-based Option Pricing Methods in Python
financial-machine-learning
A curated list of practical financial machine learning tools and applications.
orderbook-crypto-scraper
:cloud: Serverless Scraper for Cryptocurrency Order Book Data
ak47nyc's Repositories
ak47nyc/Animation
ak47nyc/black
Generic Black-Scholes -Merton calculator
ak47nyc/calculate_iskew
计算**偏度指数（CBOE skew index）
ak47nyc/calculate_ivix
**波动率指数IVIX（CBOE volatility index）
ak47nyc/Deep-Hedging
ak47nyc/EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
ak47nyc/extractRnd
Modular R code for extracting risk neutral density from options. Heavily depend on steve figlewski's work.
ak47nyc/fftoptionlib
FFT-based Option Pricing Methods in Python
ak47nyc/financial-machine-learning
A curated list of practical financial machine learning tools and applications.
ak47nyc/orderbook-crypto-scraper
:cloud: Serverless Scraper for Cryptocurrency Order Book Data
ak47nyc/rndensity
Risk-neutral density-density based option pricing
ak47nyc/statsmodels
Statsmodels: statistical modeling and econometrics in Python
ak47nyc/tf-quant-finance
High-performance TensorFlow library for quantitative finance.
ak47nyc/tia
Toolkit for integration and analysis
ak47nyc/time-series-momentum
🚂💨 Deep Momentum Networks for Time Series Strategies