Python Code for Option Analysis
☆46Dec 4, 2018Updated 7 years ago
Alternatives and similar repositories for OptionAnalysis
Users that are interested in OptionAnalysis are comparing it to the libraries listed below
Sorting:
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Sep 13, 2022Updated 3 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Dec 3, 2018Updated 7 years ago
- ☆38May 17, 2018Updated 7 years ago
- Visualize profit/loss for various options strategies.☆63Jan 17, 2026Updated last month
- Stocks and options picking. Tries to contain predictive analytics, recommendations, and calculators.☆40Aug 1, 2025Updated 6 months ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆91Jul 15, 2023Updated 2 years ago
- Interactive app to monitor market using Python☆31Nov 7, 2021Updated 4 years ago
- Visualization Tool for Deribit Options☆84Apr 5, 2020Updated 5 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Jul 10, 2025Updated 7 months ago
- Developed a Python program that calculates the price of both calls and put options using methods like Monte Carlo Simulation, Black Schol…☆19Jan 5, 2020Updated 6 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 6 months ago
- Python SDK for TD Ameritrade's Developer APIs☆12Feb 1, 2019Updated 7 years ago
- A Black-Scholes-based options backtesting simulator☆68Oct 7, 2023Updated 2 years ago
- Track P/L, portfolio performance, net credit after rolls, for tastytraders☆72May 18, 2021Updated 4 years ago
- Script that downloads intraday (past 5 days), daily (past 5 years) and active calls/puts of publicly traded companies.☆10Sep 18, 2019Updated 6 years ago
- code for blog☆17Jan 18, 2022Updated 4 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 8 years ago
- BankNIFTY-Golden-Ratio-Strategy☆12Feb 18, 2026Updated last week
- Open Source Options Analytics Platform.☆297Mar 3, 2021Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆76Jun 22, 2022Updated 3 years ago
- Options P/L in React☆24Jul 12, 2023Updated 2 years ago
- Knowledgebase— a collection of information for quantitative finance, insurance, mathematics and AI—This serves as a sprawling notebook of…☆14Jun 4, 2025Updated 8 months ago
- 🤖💹 algorithmic trading strategy built backtested using backtrader and python, optimizing risk-adjusted returns with a bollinger mean-re…☆13Aug 18, 2020Updated 5 years ago
- Extract and visualize implied volatility from option chain data☆47Jun 2, 2025Updated 8 months ago
- An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.☆276Apr 8, 2018Updated 7 years ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆967Apr 22, 2024Updated last year
- Trade on options flow with Flowalgo and Alpaca☆139Feb 16, 2021Updated 5 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Nov 6, 2024Updated last year
- Calculate expected profit & loss for options☆15Aug 5, 2019Updated 6 years ago
- Dispersion Trading using Options☆33Apr 9, 2017Updated 8 years ago
- ☆36Nov 27, 2017Updated 8 years ago
- Option Strategy for Futures☆17Jul 29, 2020Updated 5 years ago
- A streamlined take on the original Cox, Ross and Rubinstein method.☆15Mar 20, 2017Updated 8 years ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Sep 18, 2021Updated 4 years ago
- Finding support and resistance levels for trading using unsupervised leaning with sklearn and mplfinance☆15Jun 29, 2021Updated 4 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆16Jan 11, 2023Updated 3 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆38Oct 3, 2018Updated 7 years ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Mar 11, 2019Updated 6 years ago
- Tools to record real-time option chains, get historical data, interact with IB TWS API.☆18Sep 5, 2014Updated 11 years ago