Top 16 volatility open source projects

Technical Analysis Library using Pandas and Numpy

📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com

A framework for historical volatility estimation and analysis.

Tracks prices of pairs on binance and notifies when price movements based on pre-defined parameters are met.

Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.

A Julia package for estimating ARMA-GARCH models.

A script to assist in processing forensic RAM captures for malware triage

Fuzzy Hash calculated from import API of PE files

Hunt malware with Volatility

Volatility Explorer Suit

A library for financial options pricing written in Python.

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Run several volatility plugins at the same time

Implementation of the DIMVA 2017 publication "Quincy: Detecting Host-Based Code Injection Attacks in Memory Dumps"

Forensics triage tool relying on Volatility and Foremost

Visualization Tool for Deribit Options