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quantitative-finances

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andreysolovyev381 / tse

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solo76 — examples and documentation for the C++ and Python backtesting and trading engine by solo76.com

python trading cpp quantitative-finance algorithmic-trading backtesting-engine backtesting backtesting-frameworks backtesting-tool backtesting-strategy backtesting-tools backtesting-framework trading-servers quantitative-finance-sdk trading-strategy-simulation trading-toolkit algorithmic-trading-quantitative quantitative-financealgorithmic quantitative-finances
  • Updated Oct 28, 2026
  • C++

tancredeg / volatility-surface-svi

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Arbitrage-free implied volatility surfaces on SPY options: raw SVI, constrained SVI and SSVI, butterfly/calendar arbitrage audit, Dupire local vol and barrier pricing under local vs flat vol. Tested, CI on Python 3.11–3.13.

python scipy monte-carlo-simulation spy implied-volatility svi options-pricing structured-products barrier-options yfinance equity-derivatives volatility-surfaces volatility-surface risk-neutral local-volatility implied-volatility-surface ssvi dupire no-arbitrage quantitative-finances
  • Updated Nov 3, 2026
  • Jupyter Notebook

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