In a previous post, we demonstrated the mean-reverting and trending properties of SP500. We subsequently developed a trading system based on the mean-reverting behavior of the index. In this installment, we will develop a trend-following trading strategy.
http://tech.harbourfronts.com/trend-following-trading-system-quantitative-trading-in-python/
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In a previous post, we demonstrated the mean-reverting and trending properties of SP500. We subsequently developed a trading system based on the mean-reverting behavior of the index. In this installment, we will develop a trend-following trading strategy.
http://tech.harbourfronts.com/trend-following-trading-system-quantitative-trading-in-python/
Implied Volatility Of Options-Volatility Analysis in Python
Harbourfront Technologies
2 minutes 18 seconds
5 years ago
Implied Volatility Of Options-Volatility Analysis in Python
There are two types of volatility: historical volatility and implied volatility. In a series of previous posts, we presented methods and provided Python programs for calculating historical volatilities. In this post, we are going to discuss implied volatility and provide a concrete example of implied volatility calculation in Python.
http://tech.harbourfronts.com/trading/implied-volatility-options-volatility-analysis-python/
Harbourfront Technologies
In a previous post, we demonstrated the mean-reverting and trending properties of SP500. We subsequently developed a trading system based on the mean-reverting behavior of the index. In this installment, we will develop a trend-following trading strategy.
http://tech.harbourfronts.com/trend-following-trading-system-quantitative-trading-in-python/
