#Volatility
Showing 44 of 44 repositories tagged #volatility, ranked by stars
Technical Analysis Library using Pandas and Numpy
Volatility 3.0 development
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
基于Memprocfs和Volatility的可视化内存取证工具
A collection of various technical indicators implemented in Pine Script for the TradingView platform
Volatility plugin for extracts configuration data of known malware
📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com
Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API
一款用于自动化处理内存取证的Python脚本，并提供GUI界面
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
A curated list of awesome malware analysis tools and resources
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
volatility explorer
Memory Forensic System on Cloud
Fuzzy Hash calculated from import API of PE files
volatility arbitrage in Heston model
PS / Bash / Python / Other scripts For FUN!
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.
Hunt malware with Volatility
Exploratory analysis, visualization of stock market data along with predictions made on it using different techniques.
A framework for historical volatility estimation and analysis.
Curso diseñado para proporcionar una comprensión muy profunda del Trading Cuantitativo, fusionando los principios de Ingeniería Financiera con el poder de la Inteligencia Artificial, todo implementado en Python. Desarrollarás algoritmos y estrategias avanzadas que aprovechan datos financieros y técnicas de Inteligencia Artificial.
Volatility Dockerfile
Systematic Volatility Research and Backtesting for equity options
Stock Portfolio Analysis using Python/Pandas
A script to assist in processing forensic RAM captures for malware triage
This is a fully functioning Binance trading bot that measures the volatility of every coin on Binance and places trades with the highest gaining coins. It is based on original CyberPunkMetalHead bot
A mathematical tool that analyzes 30-day historical volatility to output the mathematically perfect "Grid" settings for sideways markets.
Modelling the implicit volatility, using multi-factor statistical models.
A portfolio demonstrating advanced blue and red team skills, including: SSH MFA implementation, Volatility-based memory forensics to detect code injection, Splunk threat hunting (BOTS v3), Wireshark C2 analysis, and kernel exploitation walkthroughs (LinPEAS, VulnHub).
A curated list of options analytics tools, APIs, libraries, papers, and educational resources for quantitative options trading
Ensemble price forecasting with volatility prediction (XGBoost on cached features). Multiple simulated paths per request; CRPS scoring for calibration and sharpness. Synthetic price data for options and portfolio analytics. Python, XGBoost, NumPy, Pandas, properscoring, Pyth API, PostgreSQL, Pydantic, Docker.
A python package to extract historical market data of cryptocurrencies and to calculate technical price indicators.
Python wrappers around QuantLib and Pandas to easily generate volatility surfaces
A Streamlit dashboard that measures skill adaptation debt instead of predicting outcomes. It decomposes pressure into churn, novelty, and breadth to explain which roles/industries are becoming harder to staff. Includes role/industry reports, skill pressure maps, what-if scenario simulation, and a dataset explorer.
Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
This repository contains memory forensics challenges that I've been solving using Volatility.
This repository is a collection of open-source use-case examples of algorithmic or quant trading in Python.
Low-latency options pricing engine in Rust. BSM, Black-76, Heston, Bates (stochastic vol + jumps), Local Vol (Dupire). Analytic Greeks, fast IV solver (Halley), monotone cubic spline surfaces. Parallel batch pricing via Rayon.
Official code - M2VN(Multi-Modal Learning Network for Volatility Forecasting)
Free & open-source trading terminal with quantitative analysis overlays (Volatility Cones, GEX, Max Pain) and live MT5/Rithmic/Tradovate feeds.
Volatility plugin to search for all Autostart Extensibility Points (AESPs)
Core smart contracts for the GammaSwap V1 protocol
Compare realized volatility estimators for intraday data