AnthonyBradford / optionmatrixLinks
Financial Derivatives Calculator with 171+ Models (Options Calculator)
☆233Updated 9 months ago
Alternatives and similar repositories for optionmatrix
Users that are interested in optionmatrix are comparing it to the libraries listed below
Sorting:
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆134Updated 4 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆312Updated 9 months ago
- Vectorized backtester and trading engine for QuantRocket☆245Updated 2 weeks ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆140Updated 4 months ago
- Simple backtesting software for options☆193Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- Option and stock backtester / live trader☆277Updated 11 months ago
- Visualisation for auction market theory with live charts☆126Updated 5 years ago
- Option Calculator using Black-Scholes model and Binomial model☆175Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 6 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆174Updated 4 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆385Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- A backtester and spreadsheet library for stocks and ETFs☆291Updated 6 months ago
- Options Trader written in Python based off the ib_insync library.☆61Updated 2 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆369Updated 2 years ago
- Pipeline Extension for Live Trading☆206Updated 2 years ago
- Quantitative finance research tools in Python☆443Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆153Updated 4 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆118Updated 10 months ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆101Updated 3 years ago
- ☆117Updated last year
- Automates IB Gateway start, stopping and restarting.☆127Updated last month
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆128Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆143Updated last year
- QSTrader☆133Updated 6 years ago
- Official Repository☆130Updated 4 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 2 years ago