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  1. options-market-making options-market-making Public

    Forked from rlindland/options-market-making

    A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging

    Python

  2. avellaneda-stoikov avellaneda-stoikov Public

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    Avellaneda-Stoikov HFT market making algorithm implementation

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  3. LOB-feature-analysis LOB-feature-analysis Public

    Forked from nicolezattarin/LOB-feature-analysis

    Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.

    Jupyter Notebook

  4. implied-volatility-smirk-trading implied-volatility-smirk-trading Public

    Forked from halcyon0811/implied-volatility-smirk-trading

    The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return

    Python

  5. HestonlMonteCarlo-ImpliedVolSurfaceConstruction HestonlMonteCarlo-ImpliedVolSurfaceConstruction Public

    Forked from phynance/HestonlMonteCarlo-ImpliedVolSurfaceConstruction

    simulation of Heston model by Monte-Carlo method

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  6. Python_Option_Pricing Python_Option_Pricing Public

    Forked from dedwards25/Python_Option_Pricing

    An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options

    Jupyter Notebook