A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.
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Dec 17, 2024 - Python
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svi
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SVInsight: A python package for calculating an exploratory social vulnerability index (SVI).
python vulnerability census-data demographics social-vulnerability svi hazards census-tract demographics-data census-block-group hazards-resilience
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Nov 26, 2024 - Python
A Python-based trading bot designed to identify and trade mispriced options using the Schwab API. The bot automatically submits limit orders on options it detects as mispriced, and once the orders are filled, it delta hedges the positions to manage risk.
options interpolation option-pricing black-scholes hedging interpolation-methods options-trading interpolation-techniques svi black-scholes-merton delta-hedging schwab-api black-scholes-model
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Oct 22, 2024 - Python
VolSplinesLib is a Python library for interpolating implied volatility surfaces using various volatility models. The library provides tools for fitting and interpolating models to market data, supporting popular methods like RFV, SLV, SABR, and SVI.
python options interpolation splines spline iv sabr implied-volatility interpolation-methods interpolation-techniques svi spline-interpolation slv rfv
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Nov 5, 2024 - Python
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