prudhvi-reddy-m / BlackScholesLinks
Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.
☆51Updated 10 months ago
Alternatives and similar repositories for BlackScholes
Users that are interested in BlackScholes are comparing it to the libraries listed below
Sorting:
- VaR (Value-at-Risk) Calculator: An elegant tool designed to compute Value-at-Risk using three robust methods - Parametric, Historical, an…☆9Updated 3 months ago
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆66Updated 4 years ago
- HFT signals on GDAX☆103Updated 7 years ago
- ☆77Updated 2 months ago
- Collection of resources used on QuantPy YouTube channel.☆230Updated last year
- Codes for the concepts related to quantitative finance☆52Updated 2 weeks ago
- ☆223Updated last year
- Algo Trading Research & Documentation☆20Updated last year
- ☆81Updated 7 months ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆66Updated last year
- ☆138Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆78Updated 3 years ago
- A python application, that demonstrates optimizing a portfolio using machine learning.☆100Updated last year
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆123Updated 3 years ago
- Study resources for quantitative finance☆154Updated 3 years ago
- Original source code for Quantitative Trading Strategies Using Python☆61Updated last year
- A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel,…☆148Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆118Updated last year
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆163Updated 2 years ago
- ☆103Updated 6 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆136Updated last year
- ☆41Updated 2 years ago
- ☆258Updated last year
- Recreate EP Chan algo trading book strategies☆406Updated 6 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 10 months ago
- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.☆290Updated 6 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆166Updated last month
- algorithmic trading using machine learning☆149Updated this week
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆457Updated last year
- A dashboard for macroeconomic and stock market data built with Python and Dash.☆34Updated 2 years ago