white07S / financial-volatility

A Full-Stack volatility measure web-app using FastAPI, Streamlit and PostgreSQL with Docker support

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Financial-Volatility

A Full-Stack volatility measure web-app using FastAPI, Streamlit and PostgreSQL with Docker support

Measures

  • Black-Scholes processes
  • Monte-Carlo simulations
  • Geometric Brownian Motion

Volatility

  • Historical volatility,
  • Implied volatility
  • Greeks hedging
  • Inverse Volatility

Visulization

  • Volatility Surface
  • Deribit Volatility

About

A Full-Stack volatility measure web-app using FastAPI, Streamlit and PostgreSQL with Docker support

License:BSD 3-Clause "New" or "Revised" License


Languages

Language:Python 99.4%Language:Dockerfile 0.6%