asizzy

asizzy's Stars

• linhnguyen215538/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

  Language:Jupyter Notebook4316

• khrapovs/vix

  Compute VIX and related volatility indices

  Language:Jupyter Notebook9633

• yhilpisch/lvvd

  Listed Volatility and Variance Derivatives (Wiley Finance)

  Language:Jupyter Notebook142110

• jasonstrimpel/volatility-trading

  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

  Language:Python1.5k358

• OpenBB-finance/OpenBB

  Investment Research for Everyone, Everywhere.

  Language:Python30.1k2.8k

• femtotrader/pandas_talib

  A Python Pandas implementation of technical analysis indicators

  Language:Python736195

• man-group/dtale

  Visualizer for pandas data structures

  Language:TypeScript4.7k396

• matplotlib/mplfinance

  Financial Markets Data Visualization using Matplotlib

  Language:Python3.6k621

• highfestiva/finplot

  Performant and effortless finance plotting for Python

  Language:Python911186

• pjeby/tag-wrangler

  Rename, merge, toggle, and search tags from the Obsidian tag pane

  Language:JavaScript60518

• r-feynman/vol_ml

  ML on vol ETFs

  Language:Jupyter Notebook1

• jedhouas/Momentum-strategies

  Cross sectional and timeseries momentum strategies and their optimization/tuning

  Language:Python2

• windflower715/US-stock-selection

  very messy code bank

  Language:Jupyter Notebook1

• PierreAndurand2/MLFinance

  Language:Jupyter Notebook21

• manitejashivanadula/Blackscholes

  Options pricer with Discrete Dividend usinf QuantLib & Python

  Language:C++2

• tjoignant/SVI-Arbitrability

  Language:Python43

• Xifanwang87/apex_1

  Language:Python1

• liweidong1218/Trading-tools

  Language:Jupyter Notebook12

• tizianfischer/paper1_fxpred

  Intraday Forecasting von FX Spot Rates mit Transformer

  Language:Jupyter Notebook82

• linusot/positioning_commentary

  Language:Python1

• tnicolas/BBGDataUtils.py

  Python based Bloomberg data retrieval utilities. Basic query by ticker and time range returns a Pandas time-series.

  Language:Jupyter Notebook1

• tnicolas/pyql

  Cython QuantLib wrappers

  Language:Python1

• tnicolas/blpapipd

  Extract Bloomberg (BBG) data into pandas timeseries object w/ caching. Leverages blpapi desktop api in Python

  Language:Jupyter Notebook1

• dlbt96/pdblp_wrapper

  Wrapper for pdblp to pull data from Bloomberg Terminal

  Language:Jupyter Notebook2

• hasoe/blpers

  Bloomberg API - personal work

  Language:Jupyter Notebook1

• akhil2706/PairsTrading

  A low frequency statistical arbitrage strategy

  Language:Jupyter Notebook167

• akhil2706/Interest-Rate-Modeling-for-Counterparty-Risk

  Simulating Interest Rate curves for modeling the CVA charge for an Interest Rate Swap

  Language:Jupyter Notebook94

• Center-for-Mathematical-Finance/cmf_rateslib

  Library of Bonds, Swaps, Curves etc for educational purposes

  Language:Jupyter Notebook57

• AlexanderNadjalin/swap_curves_with_bqplot

  Interactive plotting with Bloomberg's bqplot module for swap curve at two dates.

  Language:Jupyter Notebook4

• bqplot/bqplot

  Plotting library for IPython/Jupyter notebooks

  Language:TypeScript3.6k464