R package for option pricing
☆37Feb 12, 2026Updated 8 months ago
Alternatives and similar repositories for derivmkts
Users that are interested in derivmkts are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Analysis of the US stock market using Kohonen's SOM algorithm☆22Aug 17, 2019Updated 7 years ago
- A short guide on how to access Denmark's Statistics API with python, together with a helper class that facilitates the collection of data…☆25Apr 15, 2023Updated 3 years ago
- R package for unleashing the power of NVIDIA GPU's☆16Jun 4, 2016Updated 10 years ago
- Easily source publicly available data on derivatives☆38Jan 9, 2022Updated 4 years ago
- Maths-based (quantitative) asset allocation (stocks and bonds)☆15Mar 17, 2026Updated 7 months ago
- 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.
- Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…☆18Sep 11, 2020Updated 6 years ago
- Stock prediction using xgboost and knn classification done in R☆28Oct 1, 2018Updated 8 years ago
- High performance hybrid Monte Carlo simulation☆10Sep 21, 2026Updated 3 weeks ago
- Trading strategy based on the Maximum Pain Theory☆10Aug 27, 2016Updated 10 years ago
- A library that implements the websocket protocol on top of Async☆14Jul 10, 2026Updated 3 months ago
- ☆19Sep 30, 2021Updated 5 years ago
- FredR: R Interface to Federal Reserve Economic Data API☆61Aug 27, 2017Updated 9 years ago
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆14Oct 11, 2023Updated 3 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆164Dec 15, 2025Updated 10 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Mar 20, 2026Updated 6 months ago
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago
- Programmatic access to BIS data☆20May 22, 2018Updated 8 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- Python implementation of fractional brownian motion☆64Aug 17, 2020Updated 6 years ago
- Shiny proxy server Docker image which spins up dockerized Shiny apps in a Flexdashboard HTML wrapper☆13Apr 11, 2020Updated 6 years ago
- ☆13Mar 17, 2021Updated 5 years ago
- ☆11May 2, 2023Updated 3 years ago
- A grammar of recurring calendar events.☆15Jul 9, 2023Updated 3 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.
- Julia code for an upper level undergraduate macroeconomics course.☆10May 18, 2022Updated 4 years ago
- Implementations of the Heston stochastic volatility model☆24Apr 15, 2015Updated 11 years ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆29Jun 7, 2020Updated 6 years ago
- R-shiny application for forecasting☆11Oct 7, 2019Updated 7 years ago
- ☆12Jan 16, 2025Updated last year
- python library for visualization string edit distance☆10Oct 15, 2021Updated 5 years ago
- Datetime functionality from the C API for R☆12Jan 19, 2026Updated 8 months ago
- Calculate greeks for options trading (Implied Volatility, Delta, Gamma, Vega, Rho, and Theta)☆28Mar 29, 2017Updated 9 years ago
- ☆23Jul 7, 2026Updated 3 months ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- simulations in J☆15Dec 9, 2017Updated 8 years ago
- Numerical experiments with stochastic differential equations☆21Dec 21, 2018Updated 7 years ago
- Order Imbalance Trading Simulation R Code☆17Sep 9, 2019Updated 7 years ago
- getSymbols() reboot☆17Oct 17, 2024Updated 2 years ago
- An exploratory implementation of bit overloads of the C++ standard algorithms☆18Mar 22, 2021Updated 5 years ago
- Make markdown or plain text fit 80 characters. Or any limit you want.☆18Apr 4, 2019Updated 7 years ago
- 📈Annotate a ggplot with a description of a linear model☆22Jul 3, 2026Updated 3 months ago