volatility-trading

There are 7 repositories under volatility-trading topic.

jasonstrimpel/volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
Language:Python1.6k 84 21379
romanmichaelpaolucci/Algorithmic_Delta_Hedging
A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
Language:Python56 5 019
Bazman76/ilmanen_expected_returns
Language:R14 1 06
chicago-joe/Risk-Modeling-for-Volatility-Dispersion-Trades
Language:R12 1 09
arkwave/front-testing
Simulating options portfolios subject to user-specified hedging strategies.
Language:Python1 2 01
codybbrown/pinescript
Inidcators, strats, and tools written in pinescript for use with TradingView
1 1 01
syntaxsdev/vital-risk-engine
Volatility Intervention and Trade Analysis Layer (VITAL) for trading algorithms
Language:Python0 1 00