YuChenAmberLu / Options-CalculatorLinks
Option Calculator using Black-Scholes model and Binomial model
☆172Updated 5 years ago
Alternatives and similar repositories for Options-Calculator
Users that are interested in Options-Calculator are comparing it to the libraries listed below
Sorting:
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆309Updated 5 months ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆145Updated 4 years ago
- Source Codes for the Book of Trading Strategies☆176Updated 3 years ago
- Option and stock backtester / live trader☆267Updated 8 months ago
- Option visualization python package☆155Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Official Repository☆127Updated 3 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆264Updated 2 years ago
- Simple backtesting software for options☆184Updated last year
- experiments with pair trading☆312Updated 8 months ago
- A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc☆258Updated last year
- Python Implementations of popular Algorithmic Trading Strategies☆121Updated 6 months ago
- ☆214Updated 7 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆99Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆167Updated 5 years ago
- Code and data for my blogs☆91Updated 4 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆225Updated 5 months ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆126Updated 3 years ago
- Repository of demo strategies for the Blueshift platform☆172Updated 2 years ago
- PyTrendFollow - systematic futures trading using trend following☆417Updated 7 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆134Updated 3 weeks ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆154Updated last year
- Python Options Pricing Library☆279Updated 4 years ago
- Visualisation for auction market theory with live charts☆123Updated 4 years ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆304Updated 7 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆169Updated 3 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆379Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆67Updated 4 years ago