Use market data to analyze options including computing implied volatity, verifying put-call parity and volatility smile, calculating Greeks
☆10Jan 3, 2021Updated 5 years ago
Alternatives and similar repositories for Option-Analysis-in-Python
Users that are interested in Option-Analysis-in-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:
- option volatility trading strategy☆12Apr 3, 2018Updated 8 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Feb 21, 2020Updated 6 years ago
- I use Python3 to try the experiments on the classic book <Options, Futures and other Derivatives>, the BS model and the sensitivity analy…☆33Jan 4, 2021Updated 5 years ago
- PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to f…☆24Feb 17, 2023Updated 3 years ago
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆12Jan 22, 2023Updated 3 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.
- Script that downloads intraday (past 5 days), daily (past 5 years) and active calls/puts of publicly traded companies.☆11Sep 18, 2019Updated 7 years ago
- This library downloads option chain data for a given symbol from yahoo finance in a trader friendly format.☆11Oct 23, 2026Updated 3 weeks ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆33Nov 26, 2018Updated 7 years ago
- Monte Carlo pricing of the Heston model for stochastic volatility☆11Dec 3, 2019Updated 6 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆25Jun 24, 2022Updated 4 years ago
- 私募基金多因子选股策略以及预期股息率策略☆10Apr 16, 2019Updated 7 years ago
- Tutorial Notebooks for CME Smart Stream on Google Cloud Platform☆13Jan 6, 2020Updated 6 years ago
- Multivariate Markov-Switching Models Regressions Framework☆13May 14, 2020Updated 6 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆52Feb 9, 2021Updated 5 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆14Aug 25, 2022Updated 4 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆183Mar 13, 2021Updated 5 years ago
- ☆11Dec 5, 2024Updated last year
- 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
- Fallback configuration for branches that lack a .buildkite/ directory☆25Nov 7, 2026Updated last week
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆89Jan 27, 2018Updated 8 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- SVI volatility surface model and an example of China 50ETF option☆85May 13, 2020Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- MATLAB implementation of "Nearly Optimal Robust Subspace Tracking", ICML 2018. Longer version to appear in IEEE Journal of Selected Areas…☆11May 27, 2020Updated 6 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Sep 12, 2026Updated 2 months ago
- Accelerating a DCNN (VGG16) with an FPGA by implementing GEMM convolutional Kernel on AWS F1 FPGA and integrate into Pytorch using C++ ex…☆10Jul 12, 2021Updated 5 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆21Nov 2, 2022Updated 4 years ago
- This repository deals with the Monte Carlo Simulation in the financial markets. For more information on Monte Carlo visit here: http://ww…☆19Oct 22, 2016Updated 10 years ago
- Interactive Brokers TWS API -- "The Big Red Button" - one button to cancel all orders and close all positions.☆11Apr 10, 2018Updated 8 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Dec 3, 2018Updated 7 years ago
- A curated list of awesome OSS, programmable APIs, and autonomous AI agents for developers in finance. Discover resources for quantitative…☆17Sep 20, 2026Updated last month
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 8 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆15Feb 2, 2023Updated 3 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- ☆44Dec 22, 2016Updated 9 years ago
- Surface SVI parameterisation and corresponding local volatility☆63May 10, 2020Updated 6 years ago
- PYTHON CODE WALKTHROUGH Data Sourcing In order to run a discounted cash flow model (DCF), I needed data, so I found a free API that provi…☆21Jul 8, 2020Updated 6 years ago
- Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publica…☆12Jun 28, 2019Updated 7 years ago
Are these results useful?