EsterHlav / Black-Scholes-Option-Pricing-ModelLinks
Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.
☆49Updated 5 years ago
Alternatives and similar repositories for Black-Scholes-Option-Pricing-Model
Users that are interested in Black-Scholes-Option-Pricing-Model are comparing it to the libraries listed below
Sorting:
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆123Updated 3 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- Option Calculator using Black-Scholes model and Binomial model☆171Updated 5 years ago
- QSTrader☆131Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆309Updated 4 months ago
- Automatically identifies support and resistance lines on a stock chart using reversal points, displays candlestick chart.☆302Updated 2 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆64Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 months ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆90Updated 2 years ago
- Source code for my personal blog☆194Updated 4 months ago
- Option and stock backtester / live trader☆263Updated 7 months ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆134Updated 5 years ago
- Simple backtesting software for options☆184Updated 11 months ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆98Updated 2 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆218Updated 4 months ago
- An event-driven backtester☆107Updated 5 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆119Updated 5 months ago
- ☆126Updated 6 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆126Updated this week
- ☆38Updated 3 years ago
- Option visualization python package☆154Updated last year
- A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc☆257Updated last year
- Java/MySQL real-time algorithmic trading using Interactive Brokers API☆257Updated 2 years ago
- Visualisation for auction market theory with live charts☆124Updated 4 years ago
- Quantamental finance research with python☆149Updated 3 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆120Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆135Updated 7 months ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆263Updated 2 years ago
- tools for finding/selecting options using the e*trade developer API☆44Updated 2 years ago