Alternatives and similar repositories for Option_Greeks

Users that are interested in Option_Greeks are comparing it to the libraries listed below

• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 4 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 5 years ago
• hudson-and-thames / betting-against-beta
  This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.
  ☆8Updated 2 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 4 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• romanmichaelpaolucci / Dynamic_Algorithmic_Trading_Systems
  Dynamic algorithmic trading systems in Python using Interactive Broker's Python API
  ☆22Updated 4 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆41Updated 7 years ago
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• layoups / microstructure-and-liquidity
  ☆21Updated 2 years ago
• javifalces / tradeasystems_connector
  Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…
  ☆14Updated 2 years ago
• ericbudish / HFT-Races
  Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …
  ☆47Updated 3 years ago
• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆20Updated 4 years ago
• portfolioplus / pystockfilter
  Financial technical and fundamental analysis indicator library for pystockdb.
  ☆35Updated 3 weeks ago
• hudson-and-thames / pykalman
  Kalman Filter, Smoother, and EM Algorithm for Python
  ☆10Updated last year
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆21Updated 5 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆51Updated this week
• tatsath / AlgorithmicTrading
  ML Application of Algorithmic Trading
  ☆21Updated 3 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 6 years ago
• cvxgrp / cvxstatarb
  ☆27Updated last month
• romanmichaelpaolucci / Algorithmic_Delta_Hedging
  A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
  ☆61Updated 5 years ago
• femtotrader / barchart-ondemand-client-python
  ☆14Updated 9 years ago
• MarcosCarreira / LimitOrderBooks
  Basic Limit Order Book functions
  ☆22Updated 7 years ago
• gautier-marti / awesome-financial-networks
  awesome-financial-networks
  ☆35Updated 6 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• hudson-and-thames / guide_to_modern_portfolio_optimization
  ☆11Updated last year
• SeanNassimiha / Optiver-Algo-Trading-Challenge
  Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021
  ☆25Updated 3 years ago