guiregueira / Greeks-CalculatorLinks
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
☆16Updated 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:
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot …☆48Updated 4 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Options Trader written in Python based off the ib_insync library.☆59Updated 2 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- ☆25Updated 7 years ago
- Python Code for Option Analysis☆45Updated 6 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- ☆65Updated 2 years ago
- Extract and visualize implied volatility from option chain data☆41Updated 4 months ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- ☆44Updated 2 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆10Updated 2 weeks ago
- ☆41Updated 4 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆68Updated 4 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated 2 years ago
- Different quantitative trading models research☆54Updated 9 months ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- A dashboard for macroeconomic and stock market data built with Python and Dash.☆36Updated 2 years ago
- A Library for Algorithmic Trading with Alpaca in Python☆21Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆13Updated 3 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆78Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Design your own Trading Strategy☆39Updated last year