yzoz / python-option-calculator
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
☆124Updated 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
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆88Updated last year
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Python Code for Option Analysis☆43Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Option Calculator using Black-Scholes model and Binomial model☆169Updated 5 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆130Updated 3 months ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆125Updated 5 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆127Updated 4 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆94Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆117Updated 2 years ago
- Options Trader written in Python based off the ib_insync library.☆45Updated last year
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆122Updated 3 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆114Updated last month
- 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…☆64Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- Official Repository☆122Updated 3 years ago
- A guide to using the Interactive Brokers API with the Python ib_insync library☆85Updated 2 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆61Updated 3 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆55Updated 5 years ago
- Some notebooks with powerful trading strategies.☆87Updated 4 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆46Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆129Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Visualization Tool for Deribit Options☆79Updated 4 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆158Updated 4 months ago
- Option visualization python package☆148Updated last year