Plain Vanilla's repositories
SVI-Volatility-Surface-Calibration
SVI volatility surface model and an example of China 50ETF option
Bayesian-Stock-Market-Sentiment
A stock market text sentiment analysis website. A股舆情分析, web-crawler, bayesian algorithm, SQL, django, data-visualization.
Cross-Quantilogram
A quantile dependent method to calculate the correlation between two series.
Exotic-Pricing
A collection of derivative pricing module implemented in C++ and Python
rqalpha-mod-windportal
RQAlpha 万得数据服务门户(WDS Portal)数据源Mod,使用SQL查询Wind数据库作为行情数据源。