MattL922 / implied-volatility
Determine implied volatility of options based on their prices
☆42Updated 8 years ago
Related projects ⓘ
Alternatives and complementary repositories for implied-volatility
- Option pricing using the Black-Scholes formula☆67Updated 5 years ago
- Calculations of option greeks - delta, gamma, theta, vega, rho☆50Updated 10 years ago
- Visualization Tool for Deribit Options☆77Updated 4 years ago
- A JavaScript library to track and measure stock market portfolios performances.☆62Updated 7 years ago
- Limit Order Book Implemented in Python☆91Updated 6 years ago
- ☆47Updated 7 years ago
- The fastest order book implementation for the BitMEX WebSocket API.☆77Updated 6 years ago
- Trading framework☆75Updated last year
- Simple backtesting software for options☆161Updated 3 months ago
- Black-Scholes fair option price calculator in JS. Greeks included.☆38Updated 4 years ago
- Fast Limit order book implementation using AVL binary trees☆36Updated 8 years ago
- Volatility surface visualizer for cryptocurrency options.☆49Updated last year
- Algo execution engine☆89Updated 8 years ago
- Bitstamp real time console based limit order book☆125Updated last year
- Application of machine learning to the Coinbase (GDAX) orderbook☆94Updated last year
- ☆87Updated last month
- market making algo for CBpro and Binance☆30Updated 5 years ago
- Automated market making☆20Updated 5 years ago
- ☆125Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆106Updated 11 years ago
- obAnalytics Shiny front-end☆74Updated 6 years ago
- NPM implementation of TD Sequential indicator☆36Updated 5 years ago
- QSTrader☆127Updated 5 years ago
- stores market data from cryptofeed to kdb+☆23Updated 3 years ago
- The AQ2o repository.☆43Updated 6 years ago
- Securities Trading API controller using Twisted (IB-TWS, CQG, Realtick)☆45Updated 4 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆103Updated 9 years ago
- Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc.☆98Updated 5 years ago