boyac / pyOptionPricing
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
☆297Updated last week
Alternatives and similar repositories for pyOptionPricing:
Users that are interested in pyOptionPricing are comparing it to the libraries listed below
- Quantitative Finance tools☆513Updated last year
- Option Calculator using Black-Scholes model and Binomial model☆167Updated 5 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆351Updated 6 years ago
- Quantitative finance research tools in Python☆414Updated 2 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆367Updated last year
- Sources codes for: Mastering Python for Finance, Second Edition☆413Updated 3 months ago
- Option and stock backtester / live trader☆249Updated 2 months ago
- Basic options pricing in Python☆313Updated 10 years ago
- ☆320Updated last year
- SABR model Python implementation☆490Updated 2 years ago
- PyTrendFollow - systematic futures trading using trend following☆388Updated 6 years ago
- ☆209Updated 7 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆738Updated last year
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated 2 years ago
- Lightweight Python library for assembling and analysing financial data☆341Updated 4 years ago
- A Python library for mathematical finance☆423Updated last year
- experiments with pair trading☆281Updated 2 months ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆543Updated this week
- A framework for quantitative finance In python.☆767Updated last year
- A backtester and spreadsheet library for stocks and ETFs☆280Updated last week
- Open sourced research notebooks by the QuantConnect team.☆566Updated 9 months ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆125Updated 2 years ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆777Updated last year
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆360Updated 11 months ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆574Updated last week
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆702Updated 4 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆400Updated 7 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆369Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆272Updated this week
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆396Updated 4 years ago