Real time stock and option data.
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Jul 6, 2024 - Python
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greeks
Here are 42 public repositories matching this topic...
C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram
c-plus-plus finance options trading telegram-bot luajit algo-trading hdf5 market-data trading-platform option-pricing futures alpaca iqfeed dtn high-frequency-trading options-trading greeks tws-api phemex
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Jan 6, 2025 - C++
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
options trading market financial econometrics derivatives market-data trading-strategies option-pricing black-scholes quantitative-analysis implied-volatility european-options options-trading greeks stock-options derivatives-pricing options-strategies
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Sep 13, 2022 - Python
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
finance trading trading-bot pandas vectorization volatility finance-application implied-volatility greeks volatility-modeling py-vollib speedups
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Dec 2, 2024 - Python
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
finance tutorials quant educational derivatives quantitative-finance educational-project blackscholes greeks portfolio-management derivatives-pricing profit-loss option-strategies digital-options
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May 31, 2022 - Jupyter Notebook
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
vega delta algotrading derivatives option-pricing hedging options-trading greeks black-scholes-merton greeks-neutralization portfolio-position dynamic-hedges bs-model
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Mar 12, 2021 - Python
Option price calculation based on Black Scholes equation
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Dec 23, 2023 - C++
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
options trading vega delta gamma option-pricing theta rho black-scholes implied-volatility greeks black-scholes-merton
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May 6, 2022 - TypeScript
Weekly exercises of the course of Stochastic Methods for Finance.
finance julia jupyter-notebook monte-carlo-simulation option-pricing binomial-model value-at-risk black-scholes greeks call-put-parity
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Jun 14, 2022 - Jupyter Notebook
Black Scholes and Merton option, greeks and implied volatility calc for PHP Laravel or Symfony package
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Jan 30, 2022 - PHP
Calculate the Greeks for Uniswap V3 and setup LP positions with a target delta.
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Mar 9, 2023 - R
Sensitivities of Prices of Financial Options and Implied Volatilites
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Sep 17, 2024 - R
A collection of my own Quantitative Finance guides covering various topics.
options guide partial-differential-equations quantitative-finance interest-rates black-scholes diffusion-equation implied-volatility brownian-motion greeks
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Dec 11, 2022 - TeX
Work related to quantitative finance.
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Feb 20, 2018 - Jupyter Notebook
How to hedge any positive linear gamma instrument using a “Gamma transform”
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Feb 24, 2023 - R
Quantitative Finance, Financial Machine Learning and visualizations Notebooks
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Sep 17, 2019 - Jupyter Notebook
OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.
python options numba iv black-scholes implied-volatility binomial-tree greeks binomial-trees jarrow-rudd-binomial-tree options-pricing black-scholes-merton greek-calculations cox-ross-rubenstein black-scholes-model jarrow-rudd black-scholes-equation black-scholes-model-application barone-adesi-whaley leison-reimer
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Nov 5, 2024 - Python
Computation of greeks on an option basket with automatic differentiation
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Aug 17, 2018 - C++
Application of Black Scholes model and computation of greeks of European style options in Python.
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Dec 12, 2021 - Jupyter Notebook
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