5 results found Sort:

sfl666
option_tools sfl666
80
173
unknown
10
期权隐含波动率/历史波动率
50etf option implied-volatility
Created 2019-03-17
33 commits to master branch, last one about a year ago
ranjanrak
optionchainstream ranjanrak
68
140
mit
12
Live streaming option chain for equity derivatives using Kite connect Websocket based on redis.
redis implied-volatility option-chain-stream
Created 2021-02-08
21 commits to master branch, last one 3 years 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
marcdemers
py_vollib_vectorized marcdemers
28
112
mit
6
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
greeks pandas finance trading speedups py-vollib volatility trading-bot vectorization implied-volatility finance-application volatility-modeling
Created 2020-11-03
27 commits to main branch, last one 3 years 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