A Python library for evaluating option trading strategies.
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Updated
Jun 25, 2024 - Python
A Python library for evaluating option trading strategies.
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
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 financial models to market data.
Real-time & historical data API for US stocks and options
MIT Trading Competition algorithmic trading of options and securities
Library to collect NSE data in pandas dataframe
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to find puts that pay good premium for the risk.
Interactive visualization of the CRR binomial options pricing model
Calculate Black Scholes Implied Volatility - Vectorwise
EcoFin is a quantitative economic library
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
Black Scholes PDE to calculate Option price and Greek Letter
Cornell Quant Fund 2022 Trading competition Options Case winner
Determine implied volatility according to Black-Scholes dynamics.
Python command-line program that leverages the user's Robinhood account to assist in choosing options to perform the wheel strategy. This is done by utilizing a delta-based risk assessment and listing qualifying weekly options in order of potential profit within price range.
Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods
Python Repository to ingest, feature engineer, train, backtest, and run a random forest model to predict the direction of the S&P500 at the start of the next day's trading session.
Uses two different methods to calculate a callback option's expected value
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