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
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A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
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Jan 5, 2020 - Python
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
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
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
Volatility Intervention and Trade Analysis Layer (VITAL) for trading algorithms
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Nov 27, 2024 - Python
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