MattL922 / implied-volatilityLinks
Determine implied volatility of options based on their prices
☆43Updated 9 years ago
Alternatives and similar repositories for implied-volatility
Users that are interested in implied-volatility are comparing it to the libraries listed below
Sorting:
- Option pricing using the Black-Scholes formula☆68Updated 6 years ago
- Calculations of option greeks - delta, gamma, theta, vega, rho☆52Updated 10 years ago
- Visualization Tool for Deribit Options☆81Updated 5 years ago
- Black-Scholes fair option price calculator in JS. Greeks included.☆41Updated 4 years ago
- A JavaScript library to track and measure stock market portfolios performances.☆61Updated 7 years ago
- Trading Server for advanced orders, HFT, AI trading via the CryptoControl Terminal☆66Updated 2 years ago
- Module for portfolio optimization, prices and options☆122Updated last year
- Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc.☆103Updated 5 years ago
- Bitstamp real time console based limit order book☆129Updated 3 weeks ago
- ☆90Updated 10 months ago
- ☆126Updated 6 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- Examples for Jesse's trading framework.☆46Updated last year
- NPM implementation of TD Sequential indicator☆37Updated 5 years ago
- ☆58Updated last year
- Securities Trading API controller using Twisted (IB-TWS, CQG, Realtick)☆45Updated 4 years ago
- Automated market making☆19Updated 6 years ago
- A synchronous ta-lib bindings for node.js, work on any platform.☆98Updated 2 years ago
- Minimal code to show how to receive the liquidations in realtime on Bitmex.☆32Updated 5 years ago
- Technical Indicators scripts for use in Cloud9Trader charts and trading algorithms☆156Updated 6 years ago
- Base Environment to create trading applications using publisher/subscribe pattern. The OANDAd daemon parses the tick stream of configured…☆49Updated last year
- Node.js native library performing technical analysis over an OHLC dataset with use of genetic algorithm☆187Updated 5 years ago
- Elliot Wave Analyzer for OHLC data☆77Updated 6 years ago
- obAnalytics Shiny front-end☆75Updated 6 years ago
- ☆92Updated 7 months ago
- ☆28Updated 9 years ago
- Simple algorithm inspired on Renko charts applied to cryptocurrency trading☆49Updated 6 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆99Updated 2 years ago
- Node.js-based framework for backtesting Forex trading strategies. See "cuda" branch for C++/CUDA version.☆43Updated 8 years ago
- Supertrend strategy for Gekko trading bot☆84Updated 7 years ago