I use Python3 to try the experiments on the classic book <Options, Futures and other Derivatives>, the BS model and the sensitivity analysis on Greek Letters.
☆32Jan 4, 2021Updated 5 years ago
Alternatives and similar repositories for Option_Pricing_Python
Users that are interested in Option_Pricing_Python are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆19Dec 17, 2022Updated 3 years ago
- Our project aims to analyze and obtain an options investment strategy, having the Oil Futures (WTI Crude Oil) as underlying. The analysis…☆10Jul 10, 2022Updated 4 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 7 years ago
- Implementing a comprehensive Quantitative Momentum Strategy to optimize portfolio allocation. The strategy integrates two key financial i…☆16Jul 29, 2023Updated 3 years ago
- This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with …☆17Dec 9, 2016Updated 9 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Python Black Scholes calculator☆68Aug 19, 2026Updated last week
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 4 years ago
- Set of functions to perform (financial) peer performance calculations☆13Aug 8, 2026Updated 3 weeks ago
- This repository demonstrates application of unsupervised learning in the financial markets. K-Means clustering is employed to create a di…☆13May 4, 2022Updated 4 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 7 months ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Aug 17, 2025Updated last year
- Multivariate Markov-Switching Models Regressions Framework☆13May 14, 2020Updated 6 years ago
- Fetch data (futures, stock, coming next => options) from IBKR for local use.☆19Mar 23, 2021Updated 5 years ago
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆17Dec 8, 2020Updated 5 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- VeighNa框架的事前风控模块☆24Oct 29, 2025Updated 10 months ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆177Mar 13, 2021Updated 5 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Jul 10, 2021Updated 5 years ago
- Option Greeks: Calculation and Visualization☆25Jun 12, 2023Updated 3 years ago
- Pricing weather futures using an ARIMA model and 8 years' worth of scraped weather data.☆25Aug 23, 2018Updated 8 years ago
- Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol☆16Feb 17, 2021Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆87Jan 27, 2018Updated 8 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Economic indicators using Python and APIs☆16May 11, 2023Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Sep 19, 2023Updated 2 years ago
- Option Strategy for Futures☆20Jul 29, 2020Updated 6 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆11Mar 18, 2026Updated 5 months ago
- Tensorflow implementations of ordinal regression☆12Jun 11, 2018Updated 8 years ago
- VeighNa框架的DolphinDB数据库接口☆25Oct 2, 2025Updated 10 months ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆15Feb 2, 2023Updated 3 years ago
- 【Framework】This is a captcha recognition algorithm tailored for 4 length digit recognition. Written in CNN, Tensorflow 1.3-1.7.☆11Feb 15, 2022Updated 4 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆33Oct 23, 2023Updated 2 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.
- ☆31Apr 27, 2017Updated 9 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Fitting an SVI model using Zeliade's method in Python with Pandas☆13May 13, 2015Updated 11 years ago
- Candlestick Pattern Recognition with Python and TA-Lib☆37Nov 5, 2021Updated 4 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- Lightweight and super simple to use candle stick patther checker. It is able to check the most popular candle stick patterns giving you t…☆11Oct 18, 2020Updated 5 years ago
- Options Dynamic Delta Hedge Simulation☆17Sep 23, 2020Updated 5 years ago