kaushi99 / Option-Pricing-and-Strategies
Developed a Python program that calculates the price of both calls and put options using methods like Monte Carlo Simulation, Black Scholes Model, Cox-Ross-Rubinstein and Jarrow-Rudd. Strategies like Butterfly spread and Iron condor was also implemented.
☆19Updated 5 years ago
Alternatives and similar repositories for Option-Pricing-and-Strategies:
Users that are interested in Option-Pricing-and-Strategies are comparing it to the libraries listed below
- Python Code for Option Analysis☆43Updated 6 years ago
- Options Trader written in Python based off the ib_insync library.☆43Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆59Updated 3 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 last year
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Dispersion Trading using Options☆32Updated 7 years ago
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆64Updated 2 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆51Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- ☆24Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆67Updated 4 years ago
- Python code given in book Trading Pairs by Anjana Gupta.☆21Updated 3 years ago
- Different quantitative trading models research☆53Updated 2 months ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆15Updated 5 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆15Updated 2 years ago
- Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API☆35Updated last year
- Delta hedging under SABR model☆23Updated 9 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆59Updated 6 months ago
- Pairs trading backtesting enviroment built with Python.☆14Updated 2 years ago
- ☆57Updated last year
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Risky Options Bot (Python, Interactive Brokers) Buy 2 DTE SPY Contracts on 3 consecutive 5-min higher closes and profit target on ne…☆46Updated 2 years ago
- A financial trading method using machine learning.☆58Updated last year
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆125Updated 2 years ago