gnagel / greeksView external linksLinks
Calculate greeks for options trading (Implied Volatility, Delta, Gamma, Vega, Rho, and Theta)
☆28Mar 29, 2017Updated 8 years ago
Alternatives and similar repositories for greeks
Users that are interested in greeks are comparing it to the libraries listed below
Sorting:
- MIT Trading Competition algorithmic trading of options and securities☆41Dec 3, 2018Updated 7 years ago
- Calculate a stock's historical volatility using Yahoo Finance .CSV file☆11Oct 23, 2015Updated 10 years ago
- Code for getting implied volatility in Python☆27Jul 27, 2017Updated 8 years ago
- Step by step guide to automation using Zerodha's API☆12Aug 10, 2020Updated 5 years ago
- ☆15Mar 30, 2020Updated 5 years ago
- ☆54Jun 7, 2018Updated 7 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
- An implementation of the "starter system" from Rob Carver's book Leveraged Trading☆14Aug 25, 2022Updated 3 years ago
- A program to optimize option trading strategies☆15Nov 14, 2020Updated 5 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
- The HW code☆22Jul 1, 2020Updated 5 years ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆15Mar 6, 2016Updated 9 years ago
- class libraries, scripts and supporting functions for simulating futures and options trading stratgies☆18Jun 7, 2017Updated 8 years ago
- Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).☆15Feb 20, 2022Updated 3 years ago
- An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.☆276Apr 8, 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
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Jan 27, 2018Updated 8 years ago
- ☆22Jan 5, 2018Updated 8 years ago
- With real market data using Black Scholes and Brentq☆26Mar 31, 2020Updated 5 years ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆29Jun 7, 2020Updated 5 years ago
- capture option price history to SQLite using Tradier API☆27Jul 1, 2020Updated 5 years ago
- TulipCell is an Excel add-in providing 100+ technical analysis indicators.☆35May 14, 2017Updated 8 years ago
- The goal of the project is to build algorithmic trading system.☆27Nov 6, 2020Updated 5 years ago
- R package for option pricing☆35Jan 17, 2026Updated 3 weeks ago
- Links to Algorithms and their Writeups that I've developed at QuantConnect☆33Nov 23, 2020Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Aug 8, 2017Updated 8 years ago
- A Rust library for iterating over random permutations.☆14Jun 15, 2021Updated 4 years ago
- Using Natural Language Processing we developed working prototype of Sentiment analyser of NEWS☆36Oct 9, 2017Updated 8 years ago
- Design your own Trading Strategy☆38Feb 25, 2024Updated last year
- trade ES Futures Options☆34Nov 22, 2020Updated 5 years ago
- Mini Callcenter Simulator simulates a call center and takes into account many parameters not covered by the Erlang C formula.☆12Jan 23, 2026Updated 3 weeks ago
- ☆11Apr 27, 2020Updated 5 years ago
- Tool for technical analysis of financial data about companies indexed on the stockmarket using machine learning☆11Sep 6, 2017Updated 8 years ago
- The NSE has a website that displays the option chain in near real-time. This program retrieves this data from the NSE site and then gener…☆11Aug 21, 2021Updated 4 years ago
- Makes articles look like they are on CNN.☆10Apr 5, 2017Updated 8 years ago
- Simple Financial Demo for LWS that indexes S&P 500 company info, historical stock prices and Twitter feeds☆19Jun 14, 2023Updated 2 years ago
- A simple demo project of cmake and google protocol buffer.☆10Dec 3, 2013Updated 12 years ago
- R scripts and data for replicating (and, with some modification, updating) statistical assessments of risks of state-led mass-killing ons…☆14Sep 12, 2015Updated 10 years ago
- Filter an amazon wish list by items with price drops☆12Nov 23, 2024Updated last year