YuChenAmberLu / Options-CalculatorLinks
Option Calculator using Black-Scholes model and Binomial model
☆175Updated 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:
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆312Updated 8 months ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆152Updated 4 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆139Updated 3 months ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆267Updated 2 years ago
- Option and stock backtester / live trader☆275Updated 11 months ago
- Official Repository☆129Updated 4 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆101Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Option visualization python package☆157Updated last year
- Simple backtesting software for options☆191Updated last year
- Code and data for my blogs☆91Updated 4 years ago
- Python Options Pricing Library☆283Updated 4 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆381Updated 2 years ago
- experiments with pair trading☆324Updated 11 months ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- QSTrader☆132Updated 6 years ago
- An event-driven backtester☆111Updated 5 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆233Updated 8 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆174Updated 3 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆118Updated 9 months ago
- Some notebooks with powerful trading strategies.☆97Updated 4 years ago
- ☆215Updated 8 years ago
- PyTrendFollow - systematic futures trading using trend following☆427Updated 7 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years 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
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆377Updated 7 years ago
- A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc☆260Updated last year