dreamchef / Black-Scholes-options-pricing
Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.
☆12Updated last year
Alternatives and similar repositories for Black-Scholes-options-pricing
Users that are interested in Black-Scholes-options-pricing are comparing it to the libraries listed below
Sorting:
- Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's grow…☆10Updated 4 years ago
- PDF Statement Data Extractor and Analyzer. A Python script for extracting and analyzing financial data from PDF statements, with a focus …☆11Updated last year
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆16Updated 4 years ago
- Stocks and options picking. Tries to contain predictive analytics, recommendations, and calculators.☆39Updated last year
- applications for risk management through computational portfolio construction methods☆41Updated 4 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆45Updated 4 years ago
- This is a repository for all the lab session in the "Investment Management with Python and Machine Learning Specialization" Offered By ED…☆20Updated 5 years ago
- Scrape, analyze & visualize stock market data for the S&P500 using Python. Build a basic trading strategy using machine learning to asses…☆87Updated 4 years ago
- Investment analysis based on the Graham and Buffett value investing methodology☆45Updated 2 years ago
- Machine learning Options Trading Algorithm. API calls to collect the data from Yahoo Finance, Sentiment Investor, Finta. Encoding financ…☆78Updated 3 years ago
- Interactive app to monitor market using Python☆29Updated 3 years ago
- SheikhRabiul / A-Deep-Learning-Based-Illegal-Insider-Trading-Detection-and-Prediction-Technique-in-Stock-MarketIllegal insider trading of stocks is based on releasing non-public information (e.g., new product launch, quarterly financial report, acq…☆100Updated 6 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- A library for SEC data extraction, equity valuation, discovery of mispriced stocks☆29Updated 2 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year
- A program to webscrap TipRanks.com and Finviz.com to find top performing stocks☆17Updated 4 years ago
- 💰 Interactive dashboard for Stock Market Investments☆40Updated 4 years ago
- General Purpose Stock Extractors from Online Resources☆48Updated 2 years ago
- Developed a deep learning model that allows trading firms to analyze large patterns of stock market data and look for possible permutatio…☆62Updated 5 years ago
- Beginner friendly guide into the world of investing, quant data analysis and algorithmic trading.☆38Updated last year
- FinanceDatabase☆28Updated last year
- 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
- A python project to fetch stock financials/statistics and perform preliminary screens to aid in the stock selection process☆75Updated 5 years ago
- Tutor step-by-step on how to analyze stock data using the R language.☆17Updated last year
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Updated 4 years ago
- Visualization of vanilla options and exotics. BS Model for a vanilla option is used to describe the pay-off option.☆12Updated 4 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆127Updated 2 years ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆42Updated 2 months ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆47Updated 4 years ago
- Real time scrapping of stock data in order to get the most recent available information. Cleaning, structuring and parsing of relevant da…☆92Updated 11 months ago