Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

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asset-pricing data-visualization derivatives econometrics financial-analysis financial-bubbles numpy option-pricing options plotly put-call-parity python quant-research quantitative-finance react reproducible-research risk-neutral-valuation typescript
14 Open Issues Need Help Last updated: Sep 12, 2026

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enhancement good first issue dashboard no finance background needed

Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
enhancement good first issue dashboard no finance background needed

Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript

Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
enhancement good first issue dashboard no finance background needed

Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
help wanted estimator methodology research

Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
help wanted data quality research

Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
documentation good first issue dashboard

Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
help wanted good first issue accessibility no finance background needed

Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
help wanted estimator research

Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
enhancement good first issue dashboard

Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript

Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
good first issue testing no finance background needed

Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
good first issue dashboard no finance background needed

Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript
help wanted performance no finance background needed

Option-implied bubble detection for the S&P 500 and 26 US equities, 1996-2023. Fundamental value read from the option market, not assumed. Implements Jarrow & Kwok (2021, Journal of Applied Econometrics), with a validated Python estimator.

TypeScript
#asset-pricing#data-visualization#derivatives#econometrics#financial-analysis#financial-bubbles#numpy#option-pricing#options#plotly#put-call-parity#python#quant-research#quantitative-finance#react#reproducible-research#risk-neutral-valuation#typescript