wangyuanhong2's starred repositories
StatisticalConsequencesOfFatTails
Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contribute
DermanPapers
Notebooks that replicate original quantitative finance papers from Emanuel Derman
Breakeven_volatility
Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model
research_public
Quantitative research and educational materials
MonteCarlo
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
chatgpt-mac
ChatGPT for Mac, living in your menubar.
Prompt-Engineering-Guide
🐙 Guides, papers, lecture, notebooks and resources for prompt engineering
music_generator
Generating music using deep neural nets!
chatgpt-on-wechat
基于大模型搭建的聊天机器人，同时支持 微信公众号、企业微信应用、飞书、钉钉 等接入，可选择GPT3.5/GPT-4o/GPT-o1/ Claude/文心一言/讯飞星火/通义千问/ Gemini/GLM-4/Claude/Kimi/LinkAI，能处理文本、语音和图片，访问操作系统和互联网，支持基于自有知识库进行定制企业智能客服。
chat-simplifier
Simplify your chat content in seconds (by OpenAI)
AutoHedge.jl
Automatic Options Hedging and Backtesting
PyfengForPapers
Python Code for Quantitative Finance Papers
Volatility-Study
• Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot and options prices data from CBOE and Yahoo Finance • Utilized NumPy, Pandas, and SciPy packages to calculate implied volatility, realized volatility, and risk premiums to measure how the market prices risk • Gathered and plotted daily VIX futures data with Selenium, Seaborn and Matplotlib to study volatility term structure • Examined volatility clustering and built forecasting tools for market risk using correlations of daily absolute returns and volatility at different time lags
Black-Scholes-Option-Pricing-Model
Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.
free-programming-books
:books: Freely available programming books
Options-Trading-Strategies-in-Python
Developing Options Trading Strategies using Technical Indicators and Quantitative Methods
OptionSuite
Option and stock backtester / live trader