Matteo-Ferrara / option-pricerLinks
Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
☆16Updated 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:
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Updated 2 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- Options Trader written in Python based off the ib_insync library.☆62Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆158Updated 4 years ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 7 months ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆133Updated 4 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆63Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆82Updated last year
- Python Code for Option Analysis☆46Updated 7 years ago
- Real-time & historical data API for US stocks and options☆66Updated last year
- Different quantitative trading models research☆55Updated last year
- ☆25Updated 7 years ago
- ☆65Updated 11 months 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
- Dispersion Trading using Options☆33Updated 8 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 7 years ago
- ☆54Updated 7 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆29Updated last week
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆140Updated last year
- System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore☆16Updated last year
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- ☆65Updated 2 years ago
- 😱 This Python script provides a comprehensive analysis of stock options using data retrieved from Yahoo Finance. It calculates various m…☆15Updated last year
- ☆53Updated 3 years ago
- ☆89Updated 3 years ago
- ☆41Updated 4 years ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆111Updated 7 years ago