volatility-trading

There are 8 repositories under volatility-trading topic.

• jasonstrimpel / volatility-trading

  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

  optionsoptions-tradingpythontradingvolatilityvolatility-trading
  Language:Python 1458

• romanmichaelpaolucci / Algorithmic_Delta_Hedging

  A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization

  option-pricingoptions-tradingpythonvolatility-trading
  Language:Python 54

• Bazman76 / ilmanen_expected_returns

  factor-investinginvestment-strategiestrading-strategiescarry-tradecarry-tradingmomentum-strategymomentum-trading-strategyvalue-investingvalue-strategyvolatility-tradingoptions-strategiesoptions-tradingoptions-trading-strategies
  Language:R 13

• chicago-joe / Risk-Modeling-for-Volatility-Dispersion-Trades

  rrisk-managementrisk-analysisrisk-modellingrisk-modelvolatilityvolatility-tradingvolatility-modelingtradingr-programming
  Language:R 12

• arkwave / front-testing

  Simulating options portfolios subject to user-specified hedging strategies.

  options-strategiespythonsimulationvolatility-trading
  Language:Python 1

• codybbrown / pinescript

  Inidcators, strats, and tools written in pinescript for use with TradingView

  momentum-trading-strategypinescripttrading-strategiestradingviewvolatility-tradingtrading-indcators
  1