krivi95 / option-pricing-models
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
☆178Updated last year
Related projects ⓘ
Alternatives and complementary repositories for option-pricing-models
- Collection of resources used on QuantPy YouTube channel.☆161Updated 11 months ago
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆43Updated 4 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆320Updated 6 months ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆176Updated last year
- A python application, that demonstrates optimizing a portfolio using machine learning.☆86Updated 5 months ago
- Option Calculator using Black-Scholes model and Binomial model☆162Updated 4 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆113Updated 3 years ago
- This repository contains the python codes as well as data files which have been included in the ML for Trading ebook☆94Updated 2 years ago
- Top training materials in quantitative finance☆393Updated last month
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆174Updated last year
- Quantitative Finance tools☆496Updated last year
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆308Updated 7 months ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆195Updated 6 years ago
- A Python library for evaluating option trading strategies.☆285Updated last month
- Algo Trading Research & Documentation☆13Updated 5 months ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆649Updated 4 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆126Updated last year
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆372Updated 6 years ago
- A Python library for mathematical finance☆396Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆119Updated 8 months ago
- Option visualization python package☆143Updated 9 months ago
- ☆201Updated 8 months ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆178Updated last year
- Repository of demo strategies for the Blueshift platform☆164Updated last year
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆111Updated 2 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆123Updated 2 years ago
- Sources codes for: Mastering Python for Finance, Second Edition☆400Updated 2 years ago
- ☆207Updated 9 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆215Updated this week
- Python Options Pricing Library☆261Updated 3 years ago