The app for independent voices
Code for a (winning) trading strategy.
How to calibrate volatility smiles with SABR.
Volatility term structure and skew.
(And more.)
Free step-by-step walkthroughs with Python code included:
Code for a trading strategy with a 0.75 Sharpe
Calculate the expected carry of a Future and using it alongside a trend forecast developed using an exponential moving average crossover (EMAC).
Calibrating volatility smiles with SABR
The article details how to calibrate SABR parameters to fit a volatility smile, using Python libraries and the Hagan formula.
Easily power algo trading with the popular pyalgotrading
Step-by-step guide to setting up the workspace, importing pyalgotrading, uploading a strategy, performing a backtest, and analyzing the results.
Understanding volatility term structure and skew
Quickly plot and interpret the term structure and skew of implied volatility to make informed decisions.
Forecast future price trends (with projections)
By identifying patterns in historical data and projecting them into the future, VBT aids in risk management and real-time analysis.
Free code for trading strategies, backtests, and options trading at PyQuant News.
Enjoy!
