FineFinance (FinancialEngineerLab)

FinancialEngineerLab

Geek Repo

Company:Non-Linear Financial Products

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FineFinance's repositories

ShineQuantlib

Shine's Derivatives Trading Engine

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Kalman-and-Bayesian-Filters-in-Python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

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bondxll

Excel add-in for bondlib

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freeoptionschain

Free Options Chain

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heston_stochastic_local_volatility_model

A C++ project for Heston Stochastic-Local Volatility model.

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joint_calib_SPX_VIX

Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro

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Lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

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optionmatrix

Financial Derivatives Calculator with 168+ Models (Options Calculator)

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Options-Trading-Strategies-in-Python

Developing Options Trading Strategies using Technical Indicators and Quantitative Methods

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quant-trading

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

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QuantLib-Risks-Cpp

Fast risks with QuantLib in C++

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RustQuant

Rust library for quantitative finance.

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SDev.Python

Python repository with various projects in Machine Learning and Finance

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vix

Compute VIX and related volatility indices

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volvisualizer

Extract and visualize implied volatility from option chain data

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Yahoo-Scraper

A simple Yahoo option chain scraping library

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