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Quant Models in Python

Every model ships with the engine that runs it, the notebook, the charts it produces and the references. Option pricing and Greeks, volatility surfaces, deep hedging, hierarchical risk parity, momentum and Monte Carlo. MIT licensed, free to use at work or anywhere else.

Gamma surface Heston volatility surface Deep hedging surface Hierarchical clustering

Every model here is published in full, code included, with nothing held back and nothing to sign up for. If it saves you time, leave a star on the repository. Stars are what put these models in front of other people.

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Gamma Exposure (GEX) Trading Bot in Python with the IBKR API

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