A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
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Oct 21, 2024 - Python
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volatility-trading
Here are 12 public repositories matching this topic...
OIPD: (1) computes the market's expectations about the probable future prices of an asset, (2) offers a full arbitrage-free volatility surface fitter
finance options probability-distribution rnd option-pricing implied-volatility options-trading risk-neutral-probability options-pricing volatility-trading volatility-modeling option-trading volatility-smile volatility-surface risk-neutral impliedprobability
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Feb 10, 2026 - Python
A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
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Jan 5, 2020 - Python
Daily Volatility trading strategies on Equity Options
options trading quantitative-finance algorithmic-trading volatility backtesting-trading-strategies quantitative-trading backtesting options-trading options-strategies volatility-trading volatility-modeling options-trading-strategies volatility-smile quant-trader volatility-forecasting volatility-surface mean-reversion-trading
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Feb 10, 2026 - Jupyter Notebook
r trading risk-analysis volatility r-programming risk-management risk-model risk-modelling volatility-trading volatility-modeling
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Sep 16, 2022 - R
Volatility Pairs Trading Strategy Implementation for NIFTY-BANKNIFTY using Implied Volatility and Cointegration Analysis | Python
python machine-learning numpy pandas scipy trading-strategies algorithmic-trading financial-markets risk-management time-series-analysis backtesting nifty implied-volatility statistical-arbitrage volatility-trading cointegration-analysis banknifty derivatives-trading
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May 6, 2025 - Jupyter Notebook
Inidcators, strats, and tools written in pinescript for use with TradingView
trading-strategies tradingview pinescript volatility-trading momentum-trading-strategy trading-indcators
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Apr 11, 2023
Simulating options portfolios subject to user-specified hedging strategies.
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Mar 18, 2021 - Python
A Python-based automated trading system implementing a Volatility-Managed Portfolio strategy (Moreira & Muir, 2017) for Charles Schwab. Features dynamic leverage via /MES futures, VIX-based forecasting, auto-rebalancing, and a real-time monitoring dashboard.
python flask quantitative-finance algorithmic-trading risk-management volatility-trading charles-schwab charles-schwab-api futures-trading automated-trading-strategies
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Jan 18, 2026 - Python
Volatility Intervention and Trade Analysis Layer (VITAL) for trading algorithms
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Nov 27, 2024 - Python
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