Calculate greeks for options trading (Implied Volatility, Delta, Gamma, Vega, Rho, and Theta)
☆28Mar 29, 2017Updated 9 years ago
Alternatives and similar repositories for greeks
Users that are interested in greeks are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Oct 19, 2020Updated 5 years ago
- This is some work on option prcing and greeks calculation for dynamic hedge. These functions are numerical pricing methods employed to re…☆18Feb 3, 2021Updated 5 years ago
- Options Calculator☆36Jun 22, 2016Updated 9 years ago
- An implementation of the "starter system" from Rob Carver's book Leveraged Trading☆15Aug 25, 2022Updated 3 years ago
- Visualize Option Data in Python. Makes market activity easier to understand through heat-maps and interactive 3D bar graphs.☆72Jul 16, 2020Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Implementations of widely used options trading strategies, with a number of experimental features. Still under construction. To be conve…☆29Oct 10, 2019Updated 6 years ago
- 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…☆70Dec 8, 2022Updated 3 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Dec 3, 2018Updated 7 years ago
- A program to optimize option trading strategies☆16Nov 14, 2020Updated 5 years ago
- ☆55Jun 7, 2018Updated 8 years ago
- Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).☆15Feb 20, 2022Updated 4 years ago
- Dispersion Trading using Options☆33Apr 9, 2017Updated 9 years ago
- ☆12Jan 12, 2017Updated 9 years ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆15Mar 6, 2016Updated 10 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.☆277Apr 8, 2018Updated 8 years ago
- Code for getting implied volatility in Python☆27Jul 27, 2017Updated 8 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆84Jan 27, 2018Updated 8 years ago
- Step by step guide to automation using Zerodha's API☆13Aug 10, 2020Updated 5 years ago
- Determine implied volatility of options based on their prices☆45Mar 26, 2016Updated 10 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
- Analysis of the US stock market using Kohonen's SOM algorithm☆22Aug 17, 2019Updated 6 years ago
- Calculate a stock's historical volatility using Yahoo Finance .CSV file☆11Oct 23, 2015Updated 10 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Dec 1, 2016Updated 9 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- The package contains various analysis tools for live Option Chain Data.☆55Nov 28, 2019Updated 6 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Aug 17, 2025Updated 9 months ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- Sometimes when I feel sad I implement a dependently typed lambda calculus.☆15Mar 26, 2020Updated 6 years ago
- Module for ActiveTick's HTTP proxy, returns Pandas DataFrames☆15Jun 21, 2022Updated 3 years ago
- An alternative x86_64 JIT provider (based on asmjit) for PostgreSQL.☆10Mar 2, 2026Updated 3 months ago
- TorQ codebase to retrieve data from CME☆16Sep 29, 2019Updated 6 years ago
- A simple framework for quick and dirty backtesting☆27Apr 23, 2026Updated last month
- A Blockchain And Smart Contract Based CTF☆17Jul 25, 2023Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆22Jan 5, 2018Updated 8 years ago
- Links to Algorithms and their Writeups that I've developed at QuantConnect☆35Nov 23, 2020Updated 5 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…☆49Mar 10, 2025Updated last year
- Node.js library for the Tradier API☆10Feb 12, 2022Updated 4 years ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 5 years ago
- Some VHDL code☆12Mar 26, 2017Updated 9 years ago
- FDTKit is a fuzzy decision tree toolkit includes the state of art fuzzy decision tree algorithms☆18Sep 16, 2020Updated 5 years ago