These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Theta,Vega,Gamma,Rho,Episilon,Veta,Vomma,Vanna,Speed,Zomma,Color,Ultima,Dual Delta, Dual Gamma
☆17Jun 26, 2021Updated 4 years ago
Alternatives and similar repositories for Greeks-Calculator
Users that are interested in Greeks-Calculator are comparing it to the libraries listed below
Sorting:
- These Python code tests a Bollinger bands strategy in the VIX index, indicating Buy & Sell signals,☆10Dec 27, 2021Updated 4 years ago
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆18Dec 29, 2022Updated 3 years ago
- Option visualiser for linear and inverse contracts☆31May 28, 2024Updated last year
- I use Python3 to try the experiments on the classic book <Options, Futures and other Derivatives>, the BS model and the sensitivity analy…☆31Jan 4, 2021Updated 5 years ago
- The Open Source Hub for DeFi Options Protocols, Enabling Seamless Read and Write Actions Across Diverse Blockchain Platforms☆11Mar 16, 2025Updated 11 months ago
- Source code of the institutional insights TradingView indicator.☆10Jan 30, 2025Updated last year
- ☆32Jan 5, 2023Updated 3 years ago
- Extract and visualize implied volatility from option chain data☆47Jun 2, 2025Updated 9 months ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆31Aug 28, 2018Updated 7 years ago
- In this tutorial, I will show you how to stream realtime Bitcoin data in USD with Websocket and Python programming. With the realtime pri…☆10Sep 19, 2020Updated 5 years ago
- Design Projects for EE564☆13Jun 16, 2016Updated 9 years ago
- ☆13Nov 24, 2023Updated 2 years ago
- ☆35Nov 2, 2023Updated 2 years ago
- ☆13Nov 5, 2024Updated last year
- Rapid Data Import Environmnent☆12Nov 7, 2018Updated 7 years ago
- An example of how Lightweight Charts can be integrated into Jupyter Notebook☆13Apr 21, 2021Updated 4 years ago
- You can find the full source codes of all my projects here.☆10Nov 26, 2023Updated 2 years ago
- This repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Sep 17, 2024Updated last year
- A powerful and user-friendly tool based on OCRmyPDF, offering a seamless GUI for conversion of image-based PDFs into searchable text.☆15Oct 28, 2023Updated 2 years ago
- Options Buying Algo for NSE through Alice Blue☆11Feb 8, 2024Updated 2 years ago
- ☆12Oct 20, 2025Updated 4 months ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 5 years ago
- The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site an…☆101Feb 7, 2023Updated 3 years ago
- Simple Breakout Trading Strategy based on Bollinger Bands☆11Jan 4, 2022Updated 4 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- Deribit API article code☆11Sep 4, 2022Updated 3 years ago
- Fork from the Martin-P/OpenV2G with the goal to provide an universal command line interface. This is used in the python part of the CCS p…☆16Feb 19, 2026Updated 2 weeks ago
- Open-source charting library to help you visualize MindsDB forecasts☆11Jul 15, 2024Updated last year
- ☆10Mar 31, 2024Updated last year
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 6 months ago
- PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensiti…☆11Jul 5, 2023Updated 2 years ago
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Jul 28, 2023Updated 2 years ago
- A parser for Google Scholar, written in Python☆13Jul 3, 2019Updated 6 years ago
- a customized monospace font☆13Sep 15, 2025Updated 5 months ago
- Bounded Least-Squares Optimization for scipy☆13Jul 5, 2015Updated 10 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- Simple corporate finance concepts like DCF, IRR, NPV, WACC, Debt, Unlevered Equity, Forward Contract Valuation.☆11Nov 15, 2018Updated 7 years ago