12 results found Sort:

mcdallas
wallstreet mcdallas
195
1.2k
mit
44
Real time stock and option data.
greeks finance options stock-data black-scholes yahoo-finance google-finance
Created 2016-01-20
57 commits to master branch, last one 3 months ago
rgaveiga
optionlab rgaveiga
40
217
gpl-3.0
12
A Python library for evaluating option trading strategies.
black-scholes options-pricing options-trading trading-algorithms trading-strategies computational-finance
Created 2023-07-04
60 commits to main branch, last one a day ago
AnthonyBradford
optionmatrix AnthonyBradford
45
188
gpl-3.0
16
Financial Derivatives Calculator with 168+ Models (Options Calculator)
swaps futures options spreads vasicek quantlib financial derivatives monte-carlo heston-model black-scholes options-pricing options-trading currency-exchange financial-analysis quantitative-finance financial-engineering term-structure-models
Created 2012-12-11
239 commits to master branch, last one 4 months ago
jkirkby3
PROJ_Option_Pricing_Matlab jkirkby3
63
160
mit
5
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
sabr options derivatives monte-carlo asian-option heston-model black-scholes quant-finance variance-swap barrier-option jump-diffusion levy-processes option-pricing bermudan-option lookback-option american-options european-options fourier-transform quantitative-finance stochastic-volatility-models
Created 2017-11-17
135 commits to master branch, last one about a year ago
PyFE
PyFENG PyFE
69
136
gpl-2.0
6
Python Financial ENGineering (PyFENG package in PyPI.org)
sabr-model derivatives heston-model black-scholes option-pricing bachelier-model mathematical-finance quantitative-finance financial-engineering
Created 2021-02-26
676 commits to main branch, last one about a month ago
yzoz
python-option-calculator yzoz
42
120
mit
3
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
greeks market options trading financial derivatives market-data econometrics black-scholes stock-options option-pricing options-trading european-options implied-volatility options-strategies trading-strategies derivatives-pricing quantitative-analysis
Created 2017-02-07
10 commits to master branch, last one about a year ago
bradleyboyuyang
Statistical-Arbitrage bradleyboyuyang
23
104
mit
4
High-frequency statistical arbitrage
vasicek black-scholes option-greeks pairs-trading wiener-process brownian-motion statistical-arbitrage backtesting-frameworks high-frequency-trading ornstein-uhlenbeck-process
Created 2022-12-23
25 commits to master branch, last one 11 months ago
hsjharvey
Option-Pricing hsjharvey
25
89
mit
3
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
black-scholes exotic-option option-pricing american-options binomial-pricing european-options longstaff-schwartz
Created 2019-10-06
48 commits to master branch, last one about a year ago
ChiragJhawar
ProjectReward ChiragJhawar
22
84
unknown
4
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
react stocks finance options python3 spreads full-stack monte-carlo black-scholes payoff-graphs options-pricing options-trading options-strategies trading-strategies quantitative-finance quantitative-analysis
Created 2020-07-11
180 commits to master branch, last one 2 years ago
krivi95
option-pricing-models krivi95
27
76
unknown
3
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.
docker python streamlit google-cloud binomial-tree black-scholes option-pricing pandas-datareader yahoo-finance-api monte-carlo-simulation
Created 2020-11-12
9 commits to master branch, last one 2 years ago
jkirkby3
fypy jkirkby3
22
69
mit
5
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...
levy sabr quant heston python finance fourier pricing calibration black-scholes levy-processes option-pricing variance-gamma options-pricing quantitative-finance quantitative-trading stochastic-volatility
Created 2021-04-24
180 commits to master branch, last one 2 months ago
Robin-Guilliou
Option-Pricing Robin-Guilliou
16
62
unknown
5
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
monte-carlo heston-model black-scholes barrier-option binomial-model option-pricing fourier-transform implied-volatility finite-difference-schemes jump-diffusion-mertons-model
Created 2021-11-05
28 commits to main branch, last one 2 years ago