Popular GitHub Repositories for Derivatives

Investment Research for Everyone, Everywhere.

Accelerated tensor operations and dynamic neural networks based on reverse mode automatic differentiation for every device that can run Swift - from watchOS to Linux

Causing: CAUsal INterpretation using Graphs

Investigate how mutual funds leverage credit derivatives by studying their routine filings to the SEC using NLP techniques ??

Android Malware Detection with Graph Convolutional Networks using Function Call Graph and its Derivatives.

:chart_with_upwards_trend: Find first derivatives of functions automagically

Automatic Differentiation Library

Implied volatility is a key aspect when it comes to derivatives pricing. With the growing influence of machine learning in finance, I have investigated the use of LSTMs to forecast 1-day forward Implied Volatility.

A small automatic differentiation engine, supporting higher-order derivatives

Going through the tutorial on Physics-informed Neural Networks: https://github.com/madagra/basic-pinn

一个轻量级的 RESTful 期权链模拟器，它会随着每次 API 请求而演变。这对于测试交易算法、可视化和分析流程非常有用，无需依赖实时市场数据。但目前尚不适用于生产环境。

Proof-of-concept Python scripts for developing, testing, and validating 0DTE (Zero Days To Expiration) trading strategies for stocks using Interactive Brokers (IBKR) API. Includes experimental implementations, backtesting examples, and analytics for rapid strategy iteration.

derivatives pricing both with DAL and JAX

Cryptocurrency backtesting library designed for derivatives trading.

An interactive tutorial exploring automatic differentiation in machine learning using JAX, demonstrated through a hands-on example with the Iris dataset.

Variational Inference with Numerical Derivatives: variance reduction through coupling

Volatility Pairs Trading Strategy Implementation for NIFTY-BANKNIFTY using Implied Volatility and Cointegration Analysis | Python