C++ implementation of options pricing models
☆77Dec 11, 2017Updated 8 years ago
Alternatives and similar repositories for options-pricing
Users that are interested in options-pricing are comparing it to the libraries listed below
Sorting:
- Quantitative Finance using python - Derivatives Pricing☆47Feb 18, 2018Updated 8 years ago
- Executable form of the MiFID II RTS (Regulatory Technical Standard) documents.☆17Jun 17, 2018Updated 7 years ago
- Retrieves financial data from XBRL / Yahoo / Quandl and conducts DCF Valuation☆13Mar 16, 2015Updated 10 years ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆29Jun 7, 2020Updated 5 years ago
- Research on OTC options pricing models☆27Jan 24, 2018Updated 8 years ago
- Pricing European and American options with jump models using CUDA on the GPU☆12Apr 12, 2016Updated 9 years ago
- Liquibook Implementation of Order Book with the CMake build system☆15Jul 2, 2018Updated 7 years ago
- Option pricing using fang oosterlee algorithm☆18Sep 4, 2021Updated 4 years ago
- Wrapper for Davis' Edwards excellent options valuation python code☆14Jan 6, 2018Updated 8 years ago
- A streamlined take on the original Cox, Ross and Rubinstein method.☆15Mar 20, 2017Updated 8 years ago
- PYTHON CODE WALKTHROUGH Data Sourcing In order to run a discounted cash flow model (DCF), I needed data, so I found a free API that provi…☆20Jul 8, 2020Updated 5 years ago
- DerivX Core Library☆20Sep 12, 2024Updated last year
- Analysis of the US stock market using Kohonen's SOM algorithm☆22Aug 17, 2019Updated 6 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Jul 4, 2018Updated 7 years ago
- Tries to predict if a stock will rise or fall with a certain percentage through giving probabilities of what events it thinks will happen…☆25Oct 27, 2017Updated 8 years ago
- Full Python implementation of the Heston pricing algorithm developed in the article by Leif Anderson and Mark Lake in their article Robus…☆22Jun 28, 2020Updated 5 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Mar 27, 2018Updated 7 years ago
- Credit Default Swap Pricer☆20Aug 12, 2023Updated 2 years ago
- C++ trading client with Qt gui☆42Feb 12, 2015Updated 11 years ago
- Implementations of the Heston stochastic volatility model☆24Apr 15, 2015Updated 10 years ago
- ☆54Jun 7, 2018Updated 7 years ago
- This project uses reinforcement learning on stock market and agent tries to learn trading. The goal is to check if the agent can learn to…☆18Jul 18, 2016Updated 9 years ago
- Different quantitative trading models research☆56Dec 17, 2024Updated last year
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆239Feb 27, 2025Updated last year
- A Shiny app to work with future contracts data☆23Apr 14, 2017Updated 8 years ago
- Run ib_insync with IBC Inside Docker Container☆22Jun 17, 2019Updated 6 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Oct 16, 2016Updated 9 years ago
- First Robot made on 2007☆32Apr 9, 2020Updated 5 years ago
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 8 years ago
- Calculate greeks for options trading (Implied Volatility, Delta, Gamma, Vega, Rho, and Theta)☆28Mar 29, 2017Updated 8 years ago
- Alpaca riding on a zipline☆27Oct 23, 2022Updated 3 years ago
- Bot for auto-trading against a web site.☆24Mar 30, 2016Updated 9 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆73May 9, 2016Updated 9 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- This project reads data from a csv(MS Excel) file containing numeric data and then stores it into a 2D array in C++;☆10Mar 13, 2017Updated 8 years ago
- AI enhanced automation tool for financial modelling and market analysis.☆12Sep 10, 2019Updated 6 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆650Updated this week
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Apr 22, 2022Updated 3 years ago
- A python backend to predict prices of candlesticks.☆23Feb 28, 2019Updated 7 years ago