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Volatility Trading
jasonstrimpel
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
1928GitHub
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次のタスクに合うスキルを。Codex、Claude Code、Cursor などのツールを探せます。
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3 Skills
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PyOptionPricing
boyac
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
316GitHub
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Highfrequency
jonathancornelissen
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfreque…
160GitHub
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