boyac / pyOptionPricingLinks
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
☆308Updated 4 months ago
Alternatives and similar repositories for pyOptionPricing
Users that are interested in pyOptionPricing are comparing it to the libraries listed below
Sorting:
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆263Updated 2 years ago
- Quantitative finance research tools in Python☆429Updated 2 years ago
- Option Calculator using Black-Scholes model and Binomial model☆170Updated 5 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆375Updated last year
- Option and stock backtester / live trader☆263Updated 7 months ago
- Option visualization python package☆154Updated last year
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆364Updated 6 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆133Updated 5 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- experiments with pair trading☆304Updated 7 months ago
- ☆500Updated last year
- PyTrendFollow - systematic futures trading using trend following☆414Updated 7 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- Simple backtesting software for options☆182Updated 11 months ago
- Basic options pricing in Python☆313Updated 10 years ago
- ☆212Updated 7 years ago
- ☆344Updated last year
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆448Updated last year
- A backtester and spreadsheet library for stocks and ETFs☆287Updated 2 months ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆123Updated 3 years ago
- Quantitative Finance and Algorithmic Trading☆365Updated 9 years ago
- Python Options Pricing Library☆279Updated 4 years ago
- Pipeline Extension for Live Trading☆207Updated last year
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆267Updated 5 months ago
- Quantitative Finance tools☆552Updated 2 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆135Updated 7 months ago
- Python Implementations of popular Algorithmic Trading Strategies☆119Updated 5 months ago
- A tool that allows you to visually compare the fundamentals of over 6,000 companies.☆337Updated 2 years ago
- A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc☆256Updated last year