Matteo-Ferrara / option-pricerLinks
Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
☆14Updated 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
Sorting:
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 6 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆40Updated last year
- Official Repository☆129Updated 3 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆78Updated 2 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Updated 3 years ago
- Automated trading system for NOPE strategy over IBKR TWS☆33Updated 4 years ago
- The Official Repository of Mastering Financial Pattern Recognition☆154Updated 2 years ago
- ☆54Updated 7 years ago
- Real-time & historical data API for US stocks and options☆63Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- ☆25Updated 7 years ago
- Options Trader written in Python based off the ib_insync library.☆60Updated 2 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆28Updated last week
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆148Updated 4 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆71Updated 2 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 5 months ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆129Updated 4 years 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