Multi-asset, multi-strategy, event-driven trading platform for running low to medium freq strategies at many venues simultaneously with portfolio-based risk management and %-per-strategy capital allocation. Supports event-driven backtesting across all desired instruments, venues and strategies under a single parameterized portfolio.

Quantitative Finance tools

A library for financial options pricing written in Python.

The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain and visually displays the trend in various indicators useful for Technical Analysis.

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Python Financial ENGineering (PyFENG package in PyPI.org)

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

A telegram copy trading bot that follows cryptocurrency derivatives trade on the binance leaderboard.

The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain along with Implied Volatatlity (IV), Open Interest (OI), Delta, Theta, Vega…

A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

Dealers' gamma exposure (GEX) tracker

Causing: CAUsal INterpretation using Graphs

Option trading platform on NSE (India) for Upstox

Volatility surface visualizer for cryptocurrency options.

Quantitative Finance using python - Derivatives Pricing

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

Implementations of Leading Algorithms in Quantitative Finance

FTX Exchange API wrapper in python3

Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.

A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.