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 6 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☆125Updated 3 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- Option Calculator using Black-Scholes model and Binomial model☆178Updated 6 years ago
- Option and stock backtester / live trader☆282Updated last year
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆316Updated 11 months ago
- QSTrader☆134Updated 6 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆148Updated 6 months ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆238Updated 11 months ago
- Simple backtesting software for options☆194Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- An event-driven backtester☆112Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 8 months ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆91Updated 2 years ago
- Java/MySQL real-time algorithmic trading using Interactive Brokers API☆271Updated 2 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆118Updated last year
- Analyzing stock market trends using several different indicators in quantum finance. I explore machine learning and standard crossovers t…☆103Updated 2 years ago
- Trade on options flow with Flowalgo and Alpaca☆138Updated 4 years ago
- An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.☆276Updated 7 years ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆133Updated 6 years ago
- Automates IB Gateway start, stopping and restarting.☆130Updated 3 months ago
- Source code for my personal blog☆198Updated 2 weeks ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆270Updated 3 years ago
- Option visualization python package☆159Updated 2 years ago
- Interactive Brokers Trading Gateway running in Docker☆238Updated last year
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆173Updated last year
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆386Updated 2 years ago
- Pipeline Extension for Live Trading☆205Updated 2 years ago
- Repository of demo strategies for the Blueshift platform☆174Updated 4 months ago
- Vectorized backtester and trading engine for QuantRocket☆250Updated 2 months ago