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 10 months ago
- code for blog☆17Jan 18, 2022Updated 4 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- AqumenLib is AQumen's financial analytics SDK for pricing and risk.☆20Mar 23, 2025Updated last year
- Python library for shrinkage cleaning of large correlation matrices.☆14Mar 7, 2024Updated 2 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Systematic trading in Python☆14Aug 13, 2026Updated last month
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆18Dec 29, 2022Updated 3 years ago
- An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.☆19Oct 14, 2024Updated last year
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆11Sep 17, 2021Updated 5 years ago
- The NLP News Sentiment Factor Trading Strategy for a Portfolio of S&P 500 Stocks☆13Apr 6, 2020Updated 6 years ago
- ☆28Aug 26, 2024Updated 2 years ago
- Deribit bot to Delta Hedge Strategy.☆14Oct 2, 2022Updated 3 years 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
- High performance hybrid Monte Carlo simulation☆10Updated this week
- 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 course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆13Aug 25, 2022Updated 4 years ago
- This repository contains exercises and projects on computational science and AI for the CompSci program. Lecture notes at https://compph…☆18Oct 14, 2024Updated last year
- Learning project by project.☆20Aug 29, 2021Updated 5 years ago
- ☆10Nov 4, 2018Updated 7 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆162Dec 2, 2024Updated last year
- ☆11Dec 18, 2015Updated 10 years ago
- Execute shell commands in persistent zmx sessions from pi☆23May 21, 2026Updated 4 months ago
- Run traceroutes from the Cloudflare network to targets☆11Aug 27, 2020Updated 6 years ago
- 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.
- Hermes port of Karpathy-inspired LLM coding guidelines — SKILL.md + examples.☆28Jun 17, 2026Updated 3 months ago
- HTML2WEB - 粘贴代码，分享创意！一个支持 HTML 和 Markdown 在线编辑、预览和分享的现代化平台☆27Oct 9, 2025Updated 11 months ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 4 years ago
- Scan GitHub forks of your repo for patterns worth upstreaming. A Pi extension.☆17Apr 17, 2026Updated 5 months ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Example HBase Rails application for RailsConf 2011☆13May 19, 2011Updated 15 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- ☆16Feb 21, 2026Updated 7 months 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.
- UBF8T346G9.office is the MAC Outlook 2016 storage folder, it is however not possible to import these emails and files into outlook again …☆13Sep 18, 2025Updated last year
- Efficient-Gas Fixed-Point Mathematical Functions for Solidity☆11Nov 1, 2019Updated 6 years ago
- 小红书AI Agent - 基于Claude Code的智能小红书操作助手,支持信息收集、内容发布、数据分析等功能☆24Oct 3, 2025Updated 11 months ago
- A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…☆29May 22, 2020Updated 6 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆185Aug 7, 2026Updated last month
- An MCP server providing tools to control web browsers using the Amazon Nova Act SDK. Enables multi-step browser automation workflows via …☆16Jun 5, 2025Updated last year
- AIFI bootcamp☆13Mar 2, 2022Updated 4 years ago