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Real time stock and option data.
Created
2016-01-20
57 commits to master branch, last one 9 months ago
A Python library for evaluating option trading strategies.
Created
2023-07-04
64 commits to main branch, last one 18 days ago
Financial Derivatives Calculator with 168+ Models (Options Calculator)
Created
2012-12-11
263 commits to master branch, last one 23 days ago
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
Created
2020-11-12
9 commits to master branch, last one 2 years ago
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Created
2017-11-17
141 commits to master branch, last one about a month ago
Python Financial ENGineering (PyFENG package in PyPI.org)
Created
2021-02-26
713 commits to main branch, last one about a month ago
High-frequency statistical arbitrage
Created
2022-12-23
25 commits to master branch, last one about a year ago
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Created
2017-02-07
10 commits to master branch, last one 2 years ago
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Created
2019-10-06
48 commits to master branch, last one 2 years ago
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
Created
2020-07-11
180 commits to master branch, last one 3 years ago
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 financi...
Created
2021-04-24
239 commits to master branch, last one 9 days ago
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
Created
2021-11-05
28 commits to main branch, last one 2 years ago