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General quantitative trading scripts

License: Other

Python 35.98% Jupyter Notebook 64.02%

trading-2's Introduction

Quant Trading

For all the aspiring quant traders, here are examples of actual research code that I have written and used. Please note none of this code is proprietary to any particular firm but has been written for my own personal research. Feel free to contact me if a module is missing as I am refactoring the original code for github use and may have missed a module.

Installation

# git clone github.com/tesaho/trading.git
# cd trading

Install the following repositories for the option pricing models.

https://github.com/ynouri/pysabr/blob/master/pysabr/black.py

https://github.com/vollib/py_vollib/blob/master/py_vollib/black/greeks/analytical.py

License

MIT License

trading-2's People

Contributors

tesaho avatar

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