spreads

Here are 7 public repositories matching this topic...

AnthonyBradford / optionmatrix

Financial Derivatives Calculator with 168+ Models (Options Calculator)

options monte-carlo financial quantlib derivatives quantitative-finance futures financial-analysis currency-exchange black-scholes financial-engineering swaps options-trading heston-model spreads options-pricing term-structure-models vasicek

Updated Jul 17, 2024
C++

ChiragJhawar / ProjectReward

Star

A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.

react finance options monte-carlo python3 full-stack trading-strategies stocks quantitative-finance black-scholes quantitative-analysis options-trading spreads options-strategies options-pricing payoff-graphs

Updated Jul 15, 2023
Python

executium / cryptocurrency-combination-spread-data

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This repository is provided to give access to developers who wish to pull down the executium spread data. This repository is provided as a standalone focused project. It is part of the executium REST API version 2.

crypto market cryptocurrency maker taker spreads arbitrage-bot

Updated Jul 25, 2020

chuayaocong / options-code

Star

This code backtests the performance of SPY vertical bull put spreads from Jan 2022 to May 2022

bull put backtesting-trading-strategies options-trading spreads options-strategies options-pricing options-selling

Updated May 31, 2022
Jupyter Notebook

JVF368 / finanzas-HF

Star

1. Algoritmos de clasificación de operaciones financieras / 2. Liquidez (horquillas y profundidad) / 3. Descomposición de horquillas / 4. Modelos basados en series temporales

finance financial var finances classification-algorithm spreads vma decomposition-methods liquidity-providers