CarloLepelaars / blackscholesLinks
Black Scholes calculator for Python (up to 3rd order Greeks)
☆53Updated 3 weeks ago
Alternatives and similar repositories for blackscholes
Users that are interested in blackscholes are comparing it to the libraries listed below
Sorting:
- Option visualization python package☆155Updated last year
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆172Updated 3 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Source Codes for the Book of Trading Strategies☆177Updated 3 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 4 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆166Updated 9 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆244Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆137Updated 9 months ago
- Official Repository☆128Updated 3 years ago
- Macrosynergy Quant Research☆153Updated last week
- Quantamental finance research with python☆149Updated 3 years ago
- Repository of demo strategies for the Blueshift platform☆172Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆171Updated 2 weeks ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆168Updated last year
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆265Updated 2 years ago
- The Official Repository of Mastering Financial Pattern Recognition☆149Updated 2 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆157Updated last year
- experiments with pair trading☆313Updated 8 months ago
- [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)☆92Updated 6 years ago
- ☆214Updated 7 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Source code for my personal blog☆194Updated last week
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆84Updated 2 months ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆87Updated 3 weeks ago
- Python Options Pricing Library☆280Updated 4 years ago
- Option Calculator using Black-Scholes model and Binomial model☆172Updated 5 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆38Updated last year
- Option and stock backtester / live trader☆269Updated 8 months ago