15 Repositories
Python volatility Libraries
GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management
Bitcoin Realized Volatility Forecasting with GARCH and Multivariate LSTM Author: Chi Bui This Repository Repository Directory ├── README.md
113 Dec 29, 2022
A stock generator that assess a list of stocks and returns the best stocks for investing and money allocations based on users choices of volatility, duration and number of stocks
Stock-Generator Please visit "Stock Generator.ipynb" for a clearer view and "Stock Generator.py" for scripts. The stock generator is designed to allow
1 Aug 2, 2022
This repository contains a set of plugins for Volatility 3
volatility_plugins This repository contains a set of plugins for Volatility 3 These plugins are not compatible with Volatility 2 To use these plugins
10 Nov 30, 2022
healthy and lesion models for learning based on the joint estimation of stochasticity and volatility
health-lesion-stovol healthy and lesion models for learning based on the joint estimation of stochasticity and volatility Reference please cite this p
5 Nov 1, 2022
A submodule of rmcrkd/ODE-Uniqueness
Heston-ODE This repo contains the Heston-related code that accompanies the article One-sided maximal uniqueness for a class of spatially irregular ord
0 Jan 5, 2022
Tracking stock volatility.
SP500-highlow-tracking Track stock volatility. Being a useful indicator of the stock price volatility, High-Low gap represents the price range of the
13 Sep 7, 2022
Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data
JumpDetectR Name of QuantLet : JumpDetectR Published in : 'To be published as "Jump dynamics in high frequency crypto markets"' Description : 'Scala
12 Jan 1, 2023
Fourier-Bayesian estimation of stochastic volatility models
fourier-bayesian-sv-estimation Fourier-Bayesian estimation of stochastic volatility models Code used to run the numerical examples of "Bayesian Approa
15 Jun 20, 2022
Windows symbol tables for Volatility 3
Windows Symbol Tables for Volatility 3 This repository is the Windows Symbol Table storage for Volatility 3. How to Use $ git clone https://github.com
31 Dec 25, 2022
Script for automatic dump and brute-force passwords using Volatility Framework
Volatility-auto-hashdump Script for automatic dump and brute-force passwords using Volatility Framework
11 Apr 11, 2022
GUI for Volatility forensics tool written in PyQT5
Volatility GUI This is a GUI for Volatility forensics tool written in PyQT5 Prerequisites: 1- Installed version of Volatility. 2- Install PyQT5. sudo
52 Jun 18, 2022
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 If you like this project consider donating though the Brave browser to allow me to continuously improve the script.
Binance Volitility Trading Bot This Binance trading bot analyses the changes in price across all coins on Binance and place trades on the most volatil
3.2k Dec 28, 2022
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
PyTorch Implementation of Differentiable SDE Solvers This library provides stochastic differential equation (SDE) solvers with GPU support and efficie
1.2k Jan 4, 2023
ARCH models in Python
arch Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics, written in Python (with Cython and/or Numba used
1k Jan 4, 2023
Technical Analysis Library using Pandas and Numpy
Technical Analysis Library in Python It is a Technical Analysis library useful to do feature engineering from financial time series datasets (Open, Cl
3.4k Jan 2, 2023