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:
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Jul 10, 2021Updated 5 years 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 7 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆29Aug 28, 2018Updated 8 years ago
- ☆15Feb 3, 2022Updated 4 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.
- Source code of the institutional insights TradingView indicator.☆11Aug 14, 2026Updated last month
- kdb+/q kalman beta matlab python☆11Sep 11, 2019Updated 7 years ago
- Simple corporate finance concepts like DCF, IRR, NPV, WACC, Debt, Unlevered Equity, Forward Contract Valuation.☆14Nov 15, 2018Updated 7 years ago
- 🦙 A cute and cuddly multi-platform cryptocurrency quant trading engine.☆10Jul 21, 2026Updated 2 months ago
- 在Kaggle比赛 Home Credit Default Risk中测试gplearn进行特征工程的效果☆10Jul 18, 2018Updated 8 years ago
- Coronavirus-covid19-stocks-analysis☆16Apr 12, 2020Updated 6 years ago
- An example web3 dapp using the Bitski SDK and Phaser 3☆12Apr 20, 2020Updated 6 years ago
- HMMLearn used against Tesla Stocks for Prediction☆14Oct 1, 2018Updated 7 years ago
- Get free NSE and BSE data(bhavcopy, derivatives), based on customizable index and date. Give it a star if you like it☆65Sep 6, 2024Updated 2 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.
- machine learning trading system using random decision tree to train the technical indicators☆10Apr 11, 2017Updated 9 years ago
- 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
- This is my profile.☆21Aug 30, 2026Updated 3 weeks ago
- Option visualiser for linear and inverse contracts☆32May 28, 2024Updated 2 years ago
- This library utilizes Kite Connect APIs to fetch the option chain of all the derivatives traded in the Indian stock market.☆64Jul 8, 2023Updated 3 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆11Sep 12, 2026Updated 2 weeks ago
- FIX Protocol library implemented in Go☆10Jul 16, 2026Updated 2 months 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 3 years ago
- A repository for portfolio allocation based on embedding data representation☆13Jan 27, 2025Updated last year
- 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.
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆15Nov 10, 2019Updated 6 years ago
- ☆20Jun 8, 2018Updated 8 years ago
- Generate a new XRP wallet (address + secret)☆13Jan 12, 2022Updated 4 years ago
- ☆17Nov 15, 2021Updated 4 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 6 years ago
- Extract and visualize implied volatility from option chain data☆50Mar 26, 2026Updated 6 months ago
- A Telegram bot for reposting RSS feed items to telegram channel.☆16Apr 27, 2019Updated 7 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- A new and more effective method for dynamic hedging☆14Jan 11, 2018Updated 8 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆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
- PyTorch implementations of the beta divergence loss.☆11Jan 31, 2022Updated 4 years ago
- Python Library For Algorithmic Trading Indicators☆14Dec 10, 2018Updated 7 years ago
- 基于BS模型、二叉树模型、傅里叶变换、蒙特卡洛模拟,实现期权定价、希腊字母计算、隐含波动率计算。☆15Aug 26, 2020Updated 6 years ago
- PAM module connecting to AzureAD for user authentication using OpenID Connect/OAuth2.☆11May 24, 2022Updated 4 years ago
- ☆33Jan 5, 2023Updated 3 years ago