Real time stock and option data.

C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

View the exposures of four option greeks—delta, gamma, vanna, and charm—for stocks & indexes

Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.

Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.

Black Scholes and Merton option, greeks and implied volatility calc for PHP Laravel or Symfony package

Weekly exercises of the course of Stochastic Methods for Finance.

Option price calculation based on Black Scholes equation

A collection of my own Quantitative Finance guides covering various topics.

Sensitivities of Prices of Financial Options and Implied Volatilites

Calculate the Greeks for Uniswap V3 and setup LP positions with a target delta.

Work related to quantitative finance.

Quantitative Finance, Financial Machine Learning and visualizations Notebooks

Application of Black Scholes model and computation of greeks of European style options in Python.

Computation of greeks on an option basket with automatic differentiation

How to hedge any positive linear gamma instrument using a “Gamma transform”

Visualize the Solar System: A Python script that plots the orbits of the major planets, with a special focus on Pluto and the Kuiper Belt. Utilizing NumPy for calculations and Matplotlib for visualization, this script provides an educational tool to explore the dynamics of our solar system, highlighting Pluto's unique orbit and the vast Kuiper Belt