Open Source Options Analytics Platform.
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Updated
Mar 3, 2021 - JavaScript
Open Source Options Analytics Platform.
Financial Derivatives Calculator with 168+ Models (Options Calculator)
A Python library for evaluating option trading strategies.
Option Calculator using Black-Scholes model and Binomial model
Writing financial contracts in Julia
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
Real-time & historical data API for US stocks and options
MIT Trading Competition algorithmic trading of options and securities
Library to collect NSE data in pandas dataframe
3D Volatility surface visualization in the browser
Currency Binary Option Pricing with 3 methods and implied smile
KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
Options P/L in React
PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to find puts that pay good premium for the risk.
Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".
Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.
Calculate Black Scholes Implied Volatility - Vectorwise
EcoFin is a quantitative economic library
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