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vnpypro icon vnpypro

quant project base on vnpy and QUANTAXIS

voila icon voila

Backtesting for Bitcoin and Stock Trading Strategies

vol-surface-parametrisation icon vol-surface-parametrisation

Parametrisation of vol surface using Gatheral's SVI methodology and valuation of American options using Kim integral equations

volatile icon volatile

Volatile: your day-to-day trading companion.

volatility-study icon 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

volatility-trading icon volatility-trading

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

volk icon volk

The Vector Optimized Library of Kernels

vollib icon vollib

Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.

volume-algo-eurusd icon volume-algo-eurusd

The code is a EUR/USD algorithm that uses moving averages and the On-Balance Volume (OBV) and Chaikin Money Flow (CMF) indicators to buy or sell the currency pair. It retrieves historical data, calculates indicators, and executes trades based on price crossing the moving average and OBV/CMF signals.

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