risk-neutral-density

Here are 5 public repositories matching this topic...

AlexMilekhin / DeepVol

A quantitative research project exploring hybrid volatility forecasting. Integrates parametric surface models (SVI/SSVI) and Risk-Neutral Density (RND) extraction with Deep Learning (MoE) forecasting 10-day total variance changes.

machine-learning quantitative-finance implied-volatility svi options-pricing mixture-of-experts volatility-surface ssvi risk-neutral-density

Updated Jan 27, 2026
Jupyter Notebook

leoromero-quant / prob-edge

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Risk-Neutral Density SaaS for options markets — recovers RND from live option chains via Breeden–Litzenberger, ships 68%/95% probability cone. Python · FastAPI · Streamlit · tastytrade · Massive (Polygon).

python derivatives quantitative-finance implied-volatility options-trading tastytrade fastapi streamlit risk-neutral-density breeden-litzenberger

Updated Sep 2, 2026
Python

Amir-stu / implied-risk-neutral-density

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Recover the market's implied risk-neutral probability distribution from listed option prices: Breeden-Litzenberger with an arbitrage-free SVI smile.

python options derivatives quantitative-finance volatility implied-volatility svi risk-neutral-density breeden-litzenberger

Updated Aug 28, 2026
Python

leoromero-quant / paps-mercados-app

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AI-powered equity analytics platform — multi-tab Streamlit fundamentals app over 20+ Financial Modeling Prep adapters, plus FastAPI backend with risk-neutral density (RND) extraction. Python · FastAPI · Streamlit · PostgreSQL · Stripe · Anthropic Claude.

python derivatives quantitative-finance options-trading tastytrade fastapi streamlit financial-modeling-prep anthropic-claude risk-neutral-density