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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- These Python code tests a Bollinger bands strategy in the VIX index, indicating Buy & Sell signals,☆10Dec 27, 2021Updated 4 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- NSE and BSE downloaded bhavcopy from bhavcopy-downloader☆30May 14, 2026Updated 2 weeks ago
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆18Dec 29, 2022Updated 3 years ago
- Predicting Robinhood stocks using attention☆11Sep 4, 2019Updated 6 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Extract and visualize implied volatility from option chain data☆48Mar 26, 2026Updated 2 months ago
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆15Nov 10, 2019Updated 6 years ago
- kdb+/q kalman beta matlab python☆11Sep 11, 2019Updated 6 years ago
- Source code of the institutional insights TradingView indicator.☆11Jan 30, 2025Updated last year
- A fast and simple WebSocket relay, built in Rust, that enables a peer-to-peer-like network communication.☆15Aug 10, 2024Updated last year
- 在Kaggle比赛 Home Credit Default Risk中测试gplearn进行特征工程的效果☆10Jul 18, 2018Updated 7 years ago
- Coronavirus-covid19-stocks-analysis☆16Apr 12, 2020Updated 6 years ago
- Simple corporate finance concepts like DCF, IRR, NPV, WACC, Debt, Unlevered Equity, Forward Contract Valuation.☆13Nov 15, 2018Updated 7 years ago
- HMMLearn used against Tesla Stocks for Prediction☆14Oct 1, 2018Updated 7 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.
- Option visualiser for linear and inverse contracts☆32May 28, 2024Updated 2 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Apr 11, 2017Updated 9 years ago
- This repository contain program which login in facebook without using their graph api and then scrap the data of trending news from faceb…☆17Oct 30, 2017Updated 8 years ago
- Get free NSE and BSE data(bhavcopy, derivatives), based on customizable index and date. Give it a star if you like it☆60Sep 6, 2024Updated last year
- FIX Protocol library implemented in Go☆10Oct 22, 2025Updated 7 months ago
- This library utilizes Kite Connect APIs to fetch the option chain of all the derivatives traded in the Indian stock market.☆60Jul 8, 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
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 2 months ago
- A pair of scripts, kcs_encode.py and kcs_decode.py, that encode and decode WAV audio files containing data encoded in the Kansas City Sta…☆25Jul 31, 2024Updated last year
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Basic Contacts manager with React and React Native as clients serving Node over Express Backend deployed to Heroku with Postgres as datab…☆12Jan 4, 2023Updated 3 years ago
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Sep 21, 2020Updated 5 years ago
- ☆17Nov 15, 2021Updated 4 years ago
- 🦙 A cute and cuddly multi-platform cryptocurrency quant trading engine.☆10Dec 9, 2022Updated 3 years ago
- ☆20Jun 8, 2018Updated 7 years ago
- This is my profile.☆21Feb 8, 2026Updated 3 months ago
- ☆11Dec 18, 2015Updated 10 years ago
- A new and more effective method for dynamic hedging☆14Jan 11, 2018Updated 8 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site an…☆102Feb 7, 2023Updated 3 years ago
- PAM module connecting to AzureAD for user authentication using OpenID Connect/OAuth2.☆11May 24, 2022Updated 4 years ago
- Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data☆12Jan 26, 2025Updated last year
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- 2018/2019/校招/春 招/秋招/算法/机器学习(Machine Learning)/深度学习(Deep Learning)/自然语言处理(NLP)/C/C++/Python/面试笔记☆11Feb 15, 2019Updated 7 years ago
- Building an Effective Trading Screener with Python and Tradingview☆27Jul 4, 2023Updated 2 years ago
- A2AMCP is a Agent2Agent MCP communication Server taking the concept from Google's Agent2Agent Protocol (A2A)☆19Jun 9, 2025Updated 11 months ago