yzoz / python-option-calculatorLinks
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
☆133Updated 2 years ago
Alternatives and similar repositories for python-option-calculator
Users that are interested in python-option-calculator are comparing it to the libraries listed below
Sorting:
- Option Calculator using Black-Scholes model and Binomial model☆171Updated 5 years ago
- Python Code for Option Analysis☆44Updated 6 years ago
- Official Repository☆126Updated 3 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆90Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆143Updated 4 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆120Updated 6 months ago
- Option visualization python package☆155Updated last year
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆81Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆123Updated 3 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆310Updated 5 months ago
- Options Trader written in Python based off the ib_insync library.☆59Updated last year
- Option and stock backtester / live trader☆265Updated 7 months ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆43Updated 4 months ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆98Updated 2 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆125Updated 3 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 months ago
- Repository of demo strategies for the Blueshift platform☆169Updated 2 years ago
- Visualisation for auction market theory with live charts☆124Updated 4 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆66Updated 4 years ago
- This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive …☆71Updated 4 years ago
- Source Codes for the Book of Trading Strategies☆176Updated 3 years ago
- Pipeline Extension for Live Trading☆207Updated 2 years ago
- Simple backtesting software for options☆184Updated 11 months ago
- Code and data for my blogs☆91Updated 4 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆154Updated 11 months ago
- Some notebooks with powerful trading strategies.☆95Updated 4 years ago
- A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc☆257Updated last year
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆220Updated 5 months ago