ashish1497 / black-scholes
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
☆10Updated 2 years ago
Alternatives and similar repositories for black-scholes:
Users that are interested in black-scholes are comparing it to the libraries listed below
- Calculations of option greeks - delta, gamma, theta, vega, rho☆52Updated 10 years ago
- Option pricing using the Black-Scholes formula☆67Updated 5 years ago
- Determine implied volatility of options based on their prices☆42Updated 9 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆126Updated 2 years ago
- Financial indicators for use with Data-Forge☆39Updated 2 years ago
- A simple react wrapper for the tradingview lightweight charts module☆107Updated 2 years ago
- Securities Trading API controller using Twisted (IB-TWS, CQG, Realtick)☆45Updated 4 years ago
- Backtesting trading strategies in Javascript☆37Updated 2 years ago
- Visualize profit/loss for various options strategies.☆60Updated 11 months ago
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆65Updated 2 years ago
- Black-Scholes fair option price calculator in JS. Greeks included.☆39Updated 4 years ago
- Visualization Tool for Deribit Options☆79Updated 4 years ago
- A JavaScript library to track and measure stock market portfolios performances.☆61Updated 7 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆72Updated 2 years ago
- Backtrader Front End☆171Updated 6 years ago
- ☆30Updated 3 years ago
- An option payoff visualizer that allows you to add and customize strategies and visualize their payoffs. Site built with React, Material …☆31Updated last year
- Volatility trading☆22Updated 5 months ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆32Updated 4 years ago
- Simple backtesting software for options☆171Updated 7 months ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- simple rest API wrapper for bitmex☆11Updated 5 years ago
- lightweight interactive brokers gateway docker☆95Updated last month
- A simple @stoqey/ib wrapper 🚩☆60Updated this week
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆61Updated 4 years ago
- JavaScript SDK for accessing streaming market data via WebSockets☆25Updated 5 months ago
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆56Updated 5 months ago
- Interactive Brokers: Headless IB Gateway Installation using IBController on Ubuntu Server☆151Updated 6 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 6 months ago