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volatility-trading

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

Python
1676
6 个月前

A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization

Python
57
5 年前

Inidcators, strats, and tools written in pinescript for use with TradingView

2
2 年前

Simulating options portfolios subject to user-specified hedging strategies.

Python
1
4 年前

Volatility Intervention and Trade Analysis Layer (VITAL) for trading algorithms

Python
0
5 个月前