yzoz / python-option-calculatorLinks
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
☆134Updated 3 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☆172Updated 5 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆92Updated 2 years ago
- Official Repository☆128Updated 3 years ago
- Source Codes for the Book of Trading Strategies☆177Updated 3 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆120Updated 7 months ago
- Python Code for Option Analysis☆46Updated 6 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆99Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆146Updated 4 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆310Updated 6 months ago
- Options Trader written in Python based off the ib_insync library.☆59Updated last year
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Visualisation for auction market theory with live charts☆123Updated 4 years ago
- Some notebooks with powerful trading strategies.☆96Updated 4 years ago
- Option and stock backtester / live trader☆270Updated 9 months ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆230Updated 6 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆68Updated 4 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- This program analyzes unusual options activity by using a weighted average based on a trade's volume to compare all of the unusual otm op…☆66Updated 2 years ago
- Repository of demo strategies for the Blueshift platform☆171Updated 2 years 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)☆83Updated 2 years ago
- A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc☆259Updated last year
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆92Updated 3 months ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆137Updated 9 months ago
- Trade on options flow with Flowalgo and Alpaca☆134Updated 4 years 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…☆47Updated 6 months ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆127Updated 6 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆128Updated 3 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆78Updated 2 years ago