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PROJ Option Pricing MatlabQuant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
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ElitequantA list of online resources for quantitative modeling, trading, portfolio management
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pyOptionPricingOption pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
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FinancialToolbox.jlUseful functions for Black–Scholes Model in the Julia Language
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ProjectRewardA software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
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Algorithmic-TradingI have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
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Option-PricingEuropean/American/Asian option pricing module. BSM/Monte Carlo/Binomial
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option-pricing-modelsSimple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
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PynaissanceA walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.
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Option-Trading-BackendOption trading platform on NSE (India) for Upstox
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prospectrR package: Misc. Functions for Processing and Sample Selection of Spectroscopic Data
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ib dlHistorical market data downloader using Interactive Brokers TWS
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lifelibPython package of actuarial models, tools, examples and learning materials.
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golden eyea quantitative trading system(股指交易)
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mai-protocolA Protocol for trading decentralized derivatives on Ethereum
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