#Volatility-surface
Showing 3 of 3 repositories tagged #volatility-surface, ranked by stars
anthonymakarewicz
volatility-trading
Systematic Volatility Research and Backtesting for equity options
Score
100
★ 32
⑂ 8
+2/day
Jupyter Notebook
adityatomar15
options-market-making
options market making engine in C++20 — SVI vol surface, Black-Scholes pricing, lock-free SPSC queues, delta hedging, and real-time PnL attribution.
Score
50
★ 13
⑂ 10
+1/day
C++
HugzGJ9
Quantitative_Finance
Quantitative Finance Library & Option Trading Tool
Score
0
★ 10
⑂ 2
—
Python