Repository profile
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
Repository updates
Get generated jasonstrimpel/volatility-trading development summaries by email, or follow the weekly and monthly RSS feeds.
Sign in to subscribe by email. RSS feeds are public.
Sign in to subscribeTracked growth, recent movement, and commit velocity from stored repository snapshots.
Latest capture 2026-07-21 03:07
3 captures since 2026-06-19
Stars from baseline +2
All tracked data
Frameworks, package managers, ecosystems, and dependency manifests found during catalog scans.
Scanned 2026-07-21 03:07
setup.py
python ecosystem,
0 dependencies
Searchable topics, generated tags, and stack labels that explain where this repository fits.
Agent instructions and tool configuration paths found in the repository tree.
Nearest indexed repositories by embedding similarity.
No description.
Portfolio analytics for quants, written in Python
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Financial market technical analysis & indicators in Julia
The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
