boyac / pyOptionPricingLinks
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
☆310Updated 5 months ago
Alternatives and similar repositories for pyOptionPricing
Users that are interested in pyOptionPricing are comparing it to the libraries listed below
Sorting:
- Option Calculator using Black-Scholes model and Binomial model☆171Updated 5 years ago
- Quantitative finance research tools in Python☆429Updated 2 years ago
- ☆501Updated last year
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆263Updated 2 years ago
- PyTrendFollow - systematic futures trading using trend following☆416Updated 7 years ago
- Option and stock backtester / live trader☆265Updated 7 months ago
- Basic options pricing in Python☆314Updated 10 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆365Updated 6 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- A backtester and spreadsheet library for stocks and ETFs☆288Updated 2 months ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆134Updated 5 years ago
- Open sourced research notebooks by the QuantConnect team.☆634Updated last year
- Sources codes for: Mastering Python for Finance, Second Edition☆423Updated 3 weeks ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆123Updated 3 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆376Updated last year
- ☆345Updated last year
- Python Options Pricing Library☆279Updated 4 years ago
- Simple backtesting software for options☆184Updated 11 months ago
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆476Updated 3 years ago
- Quantitative Finance and Algorithmic Trading☆369Updated 10 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆220Updated 5 months ago
- Quantitative Finance tools☆554Updated 2 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆242Updated last year
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆292Updated 6 months ago
- ☆213Updated 7 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆457Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆396Updated last week
- experiments with pair trading☆310Updated 7 months ago
- A tool that allows you to visually compare the fundamentals of over 6,000 companies.☆337Updated 2 years ago