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timo978's Projects

ccxt icon ccxt

A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges

gow icon gow

Unix command line utilities installer for Windows.

har-rv icon har-rv

A python-based implementation of the HAR model to forecast realized volatility on SPY.

mcmc_sv icon mcmc_sv

Using stochastic volatility models on S&P 500 data.

option-greeks icon option-greeks

Wrapper for Davis' Edwards excellent options valuation python code

option-pricing icon option-pricing

European/American/Asian option pricing module. BSM/Monte Carlo/Binomial

python_option_pricing icon python_option_pricing

An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options

statistical_modeling_for_time_series_forecasting icon statistical_modeling_for_time_series_forecasting

The S&P 500 Market Index is analysed using popular statistical models such as SARIMA, ETS and GARCH. Additionally, a powerful open source forecasting package from Facebook, called Prophet, is also used.

vix icon vix

Compute VIX and related volatility indices

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