junsu489 / volatility_arbitrage

volatility arbitrage in Heston model

Date Created 2024-08-13 (4 months ago)

Commits 88 (last one 9 days ago)

Stargazers 34 (4 this week)

Watchers 1 (0 this week)

Forks 8

License unknown

Ranking

RepositoryStats indexes 597,824 repositories, of these junsu489/volatility_arbitrage is ranked #553,028 (7th percentile) for total stargazers, and #546,174 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #15,705/17,623.

junsu489/volatility_arbitrage is also tagged with popular topics, for these it's ranked: trading (#613/655)

Other Information

Homepage URL: https://junsupark2.wordpress.com/

All Topics

trading arbitrage volatility

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88 commits on the default branch (main) since jan '22

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updated: 2024-12-26 @ 02:52pm, id: 842185515 / R_kgDOMjK7Kw