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Public repository / davidalmeida90

quant-models

Open-source quantitative finance models in Python: option pricing and Greeks, volatility surfaces, deep hedging, portfolio construction and Monte Carlo. Every model runs on free data, with the full write-up on davidariasfinance.com

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Language distribution

Share of source bytes reported by GitHub

Python49%
Jupyter Notebook43%
HTML8%

Recent activity

Latest commits on the default branch

gex-0dte: docstring says three sign scenarios, as computeddavidalmeida90 · Oct 1, 2026Same day SPX gamma: the same day expiry aged into the close, strikes, exact hedge vs the 1% figure, SqueezeMetrics history, sign scenariosdavidalmeida90 · Oct 1, 2026Trading integration: Alpaca and IBKR paper scripts, TradingAgents runner, TradingView MCP and Lean setup, routing skeletondavidalmeida90 · Sep 27, 2026More models: deep learning now sits inside machine-learning-for-financedavidalmeida90 · Sep 24, 2026Delta hedging error joins the collectiondavidalmeida90 · Sep 24, 2026Merge delta-hedging-error-monte-carlo into delta-hedging-error/, history keptdavidalmeida90 · Sep 24, 2026Add volatility and option modelsdavidalmeida90 · Sep 23, 2026

Project details

Created Sep 2026 Updated Oct 2026 MIT License
black-scholesdeep-hedgingderivativesheston-modelhierarchical-risk-paritymachine-learningmonte-carlooption-greeks

Contributors

1
davidalmeida90's avatardavidalmeida9012 commits
Heston: keep the model, drop the video rendering; remove references to the reel pipelinedavidalmeida90 · Sep 20, 2026
Add volatility models, time series momentum and the yield curves; fork instead of clone; note the repos that live on their owndavidalmeida90 · Sep 20, 2026
README: star and follow buttons, data described per model instead of nonedavidalmeida90 · Sep 20, 2026