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
☆18Jun 26, 2021Updated 5 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 last month
- 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
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Extract and visualize implied volatility from option chain data☆48Mar 26, 2026Updated 3 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.☆12Jan 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
- An example web3 dapp using the Bitski SDK and Phaser 3☆12Apr 20, 2020Updated 6 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.☆14Nov 15, 2018Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- HMMLearn used against Tesla Stocks for Prediction☆14Oct 1, 2018Updated 7 years ago
- ☆13Apr 1, 2024Updated 2 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
- 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☆61Sep 6, 2024Updated last year
- FIX Protocol library implemented in Go☆10Oct 22, 2025Updated 8 months ago
- This library utilizes Kite Connect APIs to fetch the option chain of all the derivatives traded in the Indian stock market.☆61Jul 8, 2023Updated 3 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
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 3 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
- 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.☆17Sep 21, 2020Updated 5 years ago
- Python implementation of the ACM Term Premium Model☆25Apr 7, 2026Updated 3 months ago
- 🦙 A cute and cuddly multi-platform cryptocurrency quant trading engine.☆10Dec 9, 2022Updated 3 years ago
- ☆20Jun 8, 2018Updated 8 years ago
- This is my profile.☆21Feb 8, 2026Updated 5 months 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.
- ☆11Dec 18, 2015Updated 10 years ago
- A new and more effective method for dynamic hedging☆14Jan 11, 2018Updated 8 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…☆104Feb 7, 2023Updated 3 years ago
- ☆15Mar 30, 2020Updated 6 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
- PyTorch implementations of the beta divergence loss.☆11Jan 31, 2022Updated 4 years ago