Python framework optimized for running backtests on multiple asset portfolios
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Updated
Feb 3, 2024 - Python
Python framework optimized for running backtests on multiple asset portfolios
xDeFi Optimized Multi Asset AMM Dex on Ethereum
Based on the concepts in "CIMTR" and others, swing trading
XCM SDK is a tool that provides an interface to send XCM messages for Substrate based blockchains.
Finite Difference Method for the Multi-Asset Black–Scholes Equations
This C++ program prices multi-asset options (Basket, Rainbow, Exchange, Spread) using Monte Carlo simulation based on Geometric Brownian Motion, supporting interactive parameter input, correlation modeling via Cholesky decomposition, and sensitivity analysis.
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