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collar-strategy

Here are 2 public repositories matching this topic...

quantumsnowball / AppleDaily20200406

options stock stock-market etf mean-variance-optimization backtesting options-trading options-strategies mean-variance-model mean-variance-analysis put-option call-option collar-strategy

Updated Apr 20, 2020
Python

nicolo-basini / Fairfax-guard-collar-analysis

Excel and Python replication of a monthly S&P 500 collar strategy, including transaction-cost sensitivities and due-diligence analysis.

options excel due-diligence derivatives quantitative-finance pyhon black-scholes risk-management backtesting sp500 collar-strategy transaction-costs

Updated Sep 15, 2026
Jupyter Notebook

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