crazzymath's repositories
bormeparser
A Python library for parsing BORME files (Boletín Oficial del Registro Mercantil in Spain).
ChickenManGame
A Wi-Fi hacking game for CTF's and hackerspaces to teach cracking WPA/WAP2 - Who will be the Chicken Man?
flipper_sub_plotters_comparers
Flipper SUB Plotters / comparers!
libreborme
Plataforma web para la consulta y el análisis del Boletín Oficial del Registro Mercantil
MongoDBLink
MongoDB driver for Mathematica
msBBGgetHistory
Modern WSTP link that allows a Mathematica user to pull historical data directly from Bloomberg via the Bloomberg Desktop API
pablog-opendata
Open data scripts and datasets
Quandl-Mathematica-QuandlLink
QuandlLink allows to connect Mathematica with Quandl to get financial data
Python_Option_Pricing
An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options
Rough-volatility-model--and--calibration
Implementation of the rough volatility model and its calibration
sublime-enhanced
Set of plugins for beloved sublime text editor
TVO_pricing_fSABR
Target volatility option pricing in the lognormal fractional SABR model
Vol-surface-SVI-parametrisation
Parametrisation of vol surface using Gatheral's SVI methodology and valuation of American options using Kim integral equations
vollib
Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.
VolSurfaceFitting
Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion
YahooFinanceAPI
.NET Yahoo Finance API (which uses cookie and crumb)