calculate exact black-scholes option value using pytorch autograd and also calculate greeks using either autograd or numerical approximation
☆20Oct 12, 2023Updated 2 years ago
Alternatives and similar repositories for pygreeks
Users that are interested in pygreeks are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- stock market data helpers including api clients for polygon and tradier☆22Nov 1, 2025Updated 6 months ago
- Run ib_insync with IBC Inside Docker Container☆22Jun 17, 2019Updated 6 years ago
- Mirror of ibapi for usage with NautilusTrader☆30Updated this week
- code for blog☆17Jan 18, 2022Updated 4 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- 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.
- This is an example of Spatie Laravel Dashboard using Livewire and package components. This example has all settings extended to the `dash…☆22Nov 10, 2023Updated 2 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆17Sep 25, 2021Updated 4 years ago
- AqumenLib is AQumen's financial analytics SDK for pricing and risk.☆20Mar 23, 2025Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆31Oct 23, 2023Updated 2 years ago
- Systematic trading in Python☆13Updated this week
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆18Dec 29, 2022Updated 3 years ago
- Laravel Menu Component☆28Apr 16, 2026Updated last month
- The NLP News Sentiment Factor Trading Strategy for a Portfolio of S&P 500 Stocks☆12Apr 6, 2020Updated 6 years ago
- An xVA quantitative library written in python using tensorflow☆19Updated this week
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.☆19Oct 14, 2024Updated last year
- Deribit bot to Delta Hedge Strategy.☆13Oct 2, 2022Updated 3 years ago
- ☆28Aug 26, 2024Updated last year
- OpenSSH dockerized bastion☆29Apr 30, 2026Updated 3 weeks ago
- This is a gem that provides the ability to create a workspace, import scan data from nexpose, and perform a webscan, a web audit, and per…☆10Dec 13, 2017Updated 8 years ago
- Learning project by project.☆20Aug 29, 2021Updated 4 years ago
- 資金費率期現套利策略與API交易系統☆19Mar 30, 2023Updated 3 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆153Dec 2, 2024Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆25Jun 4, 2020Updated 5 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Finance portfolio to track and manage all your financial assets: stock transactions, crypto transactions, and tax calculation☆27Jan 20, 2026Updated 4 months ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆181Updated this week
- Efficient-Gas Fixed-Point Mathematical Functions for Solidity☆11Nov 1, 2019Updated 6 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Example HBase Rails application for RailsConf 2011☆13May 19, 2011Updated 15 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- High performance hybrid Monte Carlo simulation☆10May 9, 2026Updated 2 weeks ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- Extract and visualize implied volatility from option chain data☆47Mar 26, 2026Updated last month
- Solutions to machine learning HW from bloomberg ml course☆11Jun 23, 2019Updated 6 years ago
- ☆10Nov 4, 2018Updated 7 years ago
- Options framework that allows for an easier implementation of option strategies using QuantConnect's Lean.☆34Mar 25, 2025Updated last year
- ☆10Aug 7, 2024Updated last year