Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
☆19Jul 24, 2022Updated 3 years ago
Alternatives and similar repositories for option-pricer
Users that are interested in option-pricer are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆19Jan 18, 2023Updated 3 years ago
- ☆14Sep 16, 2022Updated 3 years ago
- PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensiti…☆11Jul 5, 2023Updated 2 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 9 months ago
- 3D Volatility surface visualization in the browser☆30Jan 26, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Simple example showing how to add raylib as a dep in zon, build it and use it☆14Jan 8, 2025Updated last year
- reveal the most important GEX option levels inside the Yahoo Option Chain database.☆29May 31, 2025Updated last year
- Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.☆15Jun 6, 2018Updated 8 years ago
- Get discount factors and zero rates from interest rate swaps☆11Mar 1, 2018Updated 8 years ago
- Using flet and SQLAlchemy☆22Mar 20, 2025Updated last year
- 😱 This Python script provides a comprehensive analysis of stock options using data retrieved from Yahoo Finance. It calculates various m…☆15Mar 1, 2024Updated 2 years ago
- Corporate bond price prediction model☆15Oct 13, 2020Updated 5 years ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆20Sep 15, 2022Updated 3 years ago
- V2Trading platform - live trading engine, backtesting and research tool.☆18Jul 8, 2025Updated 11 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆15Sep 29, 2015Updated 10 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆31Mar 7, 2026Updated 3 months ago
- About Structured Agentic Workflows for OpenCode using beads.☆39Dec 18, 2025Updated 5 months ago
- Flexible Progress Bar for Excel☆20Jul 26, 2024Updated last year
- A Multi-Strategy Quantitative Trading System using the TastyTrade API and Kalshi☆22Dec 3, 2023Updated 2 years ago
- A Simple Dashboard UI Written in Python With tkinter Framework.☆19Aug 30, 2022Updated 3 years ago
- A boilerplate for building Software-as-Service (SAAS) you can also self-hosted on your computer , accessed from browser and cross platfor…☆24Jun 2, 2023Updated 3 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆25Apr 29, 2020Updated 6 years ago
- Ez Options - Real-time options analysis dashboard with interactive visualizations for Delta, Gamma, Vanna, Charm exposures, and more.☆67Apr 4, 2026Updated 2 months ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- AutoTrader Bot is a Python-based stock trading bot for Indian markets, using indicators like MACD, RSI, and EMA. It integrates with Zerod…☆31Jun 2, 2026Updated last week
- This is a Deep Reinforcement Learning project designed to trade ES Emini Footprint data in Sierra Charts☆23Feb 9, 2024Updated 2 years ago
- Simple Dart-based text editor.☆14Sep 22, 2020Updated 5 years ago
- Dealers' gamma exposure (GEX) tracker☆196Apr 8, 2023Updated 3 years ago
- A curated list of awesome quantum computing resources. Inspired by the various awesome-* projects☆11Feb 26, 2017Updated 9 years ago
- This projects explores Machine Learning, how I apply it to day trading ES E-mini futures contract, and Sierra Charts☆21Aug 18, 2023Updated 2 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆94Jan 27, 2023Updated 3 years ago
- 💹 MetaTrader 5 Expert Advisor Toolkit☆21Mar 17, 2022Updated 4 years ago
- Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.☆18Mar 14, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆13Jun 1, 2018Updated 8 years ago
- A curated list of Awesome Functional Programming resources for Arduino and other microcontrollers. (Arduino, Adafruit, ESP32, ATmega, TI …☆11May 30, 2020Updated 6 years ago
- A Python package for PME (Public Market Equivalent) calculation☆13Jan 16, 2026Updated 4 months ago
- ETL for OIC Options Chains☆32May 18, 2026Updated 3 weeks ago
- MIT Trading Competition algorithmic trading of options and securities☆42Dec 3, 2018Updated 7 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Nov 3, 2023Updated 2 years ago
- Tools to analyze financial timeseries of single assets or portfolios. It is made for daily or less frequent data.☆31Jun 1, 2026Updated 2 weeks ago