ReturnDistributions

(★ 14)

Fit many probability distributions from SciPy to asset returns and rank them.

Owner Repos

High-Frequency-Trading-Software ★ 34

Overview of available HFT software
OHLC-Vol ★ 30

Forecast volatility using OHLC volatility estimators

Python
Conditional-Skew ★ 26

Fit autoregressive models with skewed generalized error distribution (SGED) noise whose parameters vary with level

Python
Yahoo-Option-Prices ★ 21

Get option chains from Yahoo Finance

Python
YahooFundamentals ★ 20

Get fundamental stock data from Yahoo Finance

Python
Delta-Gamma ★ 15

Piecewise quadratic approximation to the Black-Scholes value of a straddle vs. stock price

Python

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  • .gitignore
  • LICENSE
  • README.md
  • spy_log_returns.png
  • spy_tlt_vxx.csv
  • vxx_log_returns.png
  • xscipy_dist_returns.py

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// repository documentation