CarloLepelaars / blackscholesLinks
Black Scholes calculator for Python (up to 3rd order Greeks)
☆58Updated this week
Alternatives and similar repositories for blackscholes
Users that are interested in blackscholes are comparing it to the libraries listed below
Sorting:
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Option visualization python package☆157Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆143Updated 11 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆174Updated 3 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆139Updated 3 months ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- Official Repository☆130Updated 4 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆128Updated 4 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆267Updated 2 years ago
- ☆65Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- ☆141Updated 2 years ago
- Macrosynergy Quant Research☆160Updated last week
- ☆215Updated 8 years ago
- The official Python client library for Databento☆220Updated last week
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆41Updated last year
- Repository of demo strategies for the Blueshift platform☆174Updated last month
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆385Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆134Updated last year
- Automates IB Gateway start, stopping and restarting.☆127Updated last month
- The Official Repository of Mastering Financial Pattern Recognition☆154Updated 2 years ago
- QSTrader☆133Updated 6 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆175Updated 2 months ago
- [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)☆92Updated 6 years ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆174Updated last year
- The code used for the article "Interactive Brokers Python API (Native) – A Step-by-step Guide" on the AlgoTrading101 Blog☆246Updated 2 years ago