calculate exact black-scholes option value using pytorch autograd and also calculate greeks using either autograd or numerical approximation
☆18Oct 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
Sorting:
- low latency, high throughput load balancer for real time stock market trade feed (using polygon.io websocket API)☆56Feb 19, 2023Updated 3 years ago
- stock market data helpers including api clients for polygon and tradier☆22Nov 1, 2025Updated 4 months ago
- Run ib_insync with IBC Inside Docker Container☆22Jun 17, 2019Updated 6 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Sep 25, 2021Updated 4 years ago
- Systematic trading in Python☆12Updated this week
- OpenSSH dockerized bastion☆26Feb 10, 2026Updated 3 weeks ago
- Mirror of ibapi for usage with NautilusTrader☆27Feb 23, 2026Updated last week
- 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
- An xVA quantitative library written in python using tensorflow☆17Jan 7, 2026Updated last month
- Ilya Kipnis's package for performance reporting☆23Mar 20, 2015Updated 10 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆30Oct 23, 2023Updated 2 years ago
- Options framework that allows for an easier implementation of option strategies using QuantConnect's Lean.☆32Mar 25, 2025Updated 11 months ago
- ☆28Aug 26, 2024Updated last year
- interactive brokers ibkr api command line interface cli giving you the fastest way to lose all your money☆199Oct 4, 2025Updated 5 months ago
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆10Sep 17, 2021Updated 4 years ago
- A Visual Programming Language for Cryptocurrency Trading Strategies on Bybit☆26Jul 7, 2025Updated 7 months ago
- Extract and visualize implied volatility from option chain data☆47Jun 2, 2025Updated 9 months ago
- Dockerized IB Trader Workstation (TWS)☆30Apr 23, 2020Updated 5 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…☆29May 22, 2020Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Sep 22, 2020Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆34Aug 18, 2020Updated 5 years ago
- Classification of Single cells by Transfer Learning☆10Oct 11, 2025Updated 4 months ago
- ☆10Aug 7, 2024Updated last year
- ☆12Jan 10, 2026Updated last month
- 💧 Inland water systems are essential to our environment because they are vital ecosystems that are bio-diverse. Thus, finding innovative…☆11Apr 26, 2020Updated 5 years ago
- Interactive Brokers Fundamental data for humans☆100Jul 8, 2025Updated 7 months ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆40May 28, 2023Updated 2 years ago
- A selection of neural network models ported from torchvision for JAX & Flax.☆45Jul 19, 2025Updated 7 months ago
- Tools for investing in Python☆47Mar 19, 2022Updated 3 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- A small framework to benchmark forecasting models via backtesting☆13Nov 25, 2023Updated 2 years ago
- The project is advised by Professor Robert Engle in his FINANCIAL ECONOMETRICS PhD course. I made comparison between the performance of d…☆10Sep 14, 2018Updated 7 years ago
- SciFin is a python package for Science & Finance.☆11Oct 25, 2020Updated 5 years ago
- Deep dive into stock portfolio☆14Mar 20, 2023Updated 2 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆11Jan 12, 2026Updated last month
- WIP: Python client for Liftbridge.☆10Jul 5, 2020Updated 5 years ago