FineFinance's repositories
ShineQuantlib
Shine's Derivatives Trading Engine
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.
bondxll
Excel add-in for bondlib
freeoptionschain
Free Options Chain
heston_stochastic_local_volatility_model
A C++ project for Heston Stochastic-Local Volatility model.
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
Lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
Options-Trading-Strategies-in-Python
Developing Options Trading Strategies using Technical Indicators and Quantitative Methods
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
QuantLib-Risks-Cpp
Fast risks with QuantLib in C++
RustQuant
Rust library for quantitative finance.
SDev.Python
Python repository with various projects in Machine Learning and Finance
vix
Compute VIX and related volatility indices
volvisualizer
Extract and visualize implied volatility from option chain data
Yahoo-Scraper
A simple Yahoo option chain scraping library