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Real time stock and option data.
Created
2016-01-20
57 commits to master branch, last one 3 months ago
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) fo...
Created
2016-07-24
4,877 commits to master branch, last one 11 days ago
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Created
2017-02-07
10 commits to master branch, last one about a year ago
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
Created
2020-11-03
27 commits to main branch, last one 3 years ago
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
Created
2020-08-11
230 commits to master branch, last one 3 years ago
View the exposures of four option greeks—delta, gamma, vanna, and charm—for stocks & indexes
Created
2022-12-12
38 commits to main branch, last one 25 days ago
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
Created
2021-03-12
1 commits to main branch, last one 3 years ago