Numba-vectorised Black-Scholes-Merton and Bachelier prices, Greeks, and implied-volatility fits over NumPy arrays for quantitative research pipelines
☆14Oct 12, 2026Updated this week
Alternatives and similar repositories for VanillaOptionPricers
Users that are interested in VanillaOptionPricers are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Bloomberg Desktop API request/response data in pandas DataFrames for quantitative research☆20Updated this week
- Production multi-asset portfolio construction and rolling backtesting in Python☆97Updated this week
- Sparse multi-output factor-model estimation with sign constraints, prior-centered shrinkage, data-driven grouped penalties, and consisten…☆29Updated this week
- Opening Bell Daily widgets for OpenBB Workspace☆12Jan 23, 2026Updated 8 months ago
- Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python☆239Updated this week
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Comprehensive Python Cheatsheet☆11Oct 12, 2022Updated 4 years ago
- Technical Screener Example Functions☆14Sep 16, 2021Updated 5 years ago
- ☆20Mar 5, 2023Updated 3 years ago
- Financial Machine Learning Repository☆12Apr 25, 2024Updated 2 years ago
- Track all of your investments in the market using this web application!☆17Jan 5, 2023Updated 3 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆12Aug 17, 2025Updated last year
- A System for Selling 0-DTE SPX Options☆26Aug 14, 2024Updated 2 years ago
- Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.☆11Sep 18, 2022Updated 4 years ago
- Systematic options trading intelligence for small accounts. Create desks in your portfolio, allocate capital and risk appetite at Desk Le…☆18Updated this week
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- Python量化投資☆12Oct 28, 2020Updated 5 years ago
- ☆17Mar 16, 2024Updated 2 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- Example of CTA strategy backtesting.☆20Dec 17, 2022Updated 3 years ago
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆45May 22, 2024Updated 2 years ago
- ☆48Mar 22, 2022Updated 4 years ago
- An open-source, model-agnostic agent for the OpenBB Workspace☆24Aug 26, 2026Updated last month
- ☆47Mar 28, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Delta hedging under SABR model☆49May 14, 2024Updated 2 years ago
- Performance analytics, portfolio backtesting, risk analysis, and factsheet reporting in Python☆642Updated this week
- The best games and films made by Claude Opus 5.5 and GPT-6 Astra, sorted by how fast you can try them☆34Oct 6, 2026Updated last week
- Open-source risk and pricing engine for portfolios and derivatives. Build Monte Carlo simulations, VaR/CVaR tools, and stochastic models,…☆18Dec 8, 2025Updated 10 months ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆58Aug 14, 2020Updated 6 years ago
- Markov Switching Models for Statsmodels☆24Jun 21, 2016Updated 10 years ago
- 📈 台股每日自動選股機器人 — 基本面×技術面×歷史回測，Telegram 推播，GitHub Actions 免費自動跑☆124Sep 26, 2026Updated 3 weeks ago
- ☆25Jan 1, 2025Updated last year
- A swarm of LLM agents that will help you test, document, and productionize your code!☆20Updated this week
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆34Jun 9, 2026Updated 4 months ago
- Open-source, self-hosted platform to build, host, and chat with AI agents — LLM chat bots and image/video generation agents — from a sing…☆31Aug 29, 2026Updated last month
- Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [F…☆39May 17, 2026Updated 5 months ago
- A community collection of PS4 & PS5 game patches made for CheatRunner.☆35Updated this week
- ORC wing model calibrator and simulator.☆19Jun 16, 2024Updated 2 years ago
- Python based command line tool to calculate XIRR from Zerodha funds statement☆12Aug 17, 2022Updated 4 years ago
- Free open-source Opus Clip alternative for ComfyUI — AI video clipping nodes that turn long-form videos / podcasts / interviews into rank…☆30Jul 21, 2026Updated 2 months ago