Norn-Finance-API-Server

A lightweight finance API server to get the US stocks, options data, and calculate the option valuation.

Support APIs

• [GET] /stock/history
• [GET] /stock/price-simulation-by-mc
• [GET] /option/quote
• [GET] /option/quote-valuation
• [Websocket] /option/quote-valuation

API documents: https://norn-finance.zmcx16.moe/docs

Stock Price Simulation

• Monte Carlo

Volatility Calculator

• Historical Volatility
• Avg Historical Volatility
• EWMA Historical Volatility

Options Valuation Model

• Black-Scholes-Merton
• Monte Carlo
• Binomial Tree
• Kelly Criterion

DataSource

• Yahoo Finance
• MarketWatch

Demo

https://norn-stockscreener.zmcx16.moe/options/

Reference

• QSCTech-Sange / Options-Calculator - (https://github.com/QSCTech-Sange/Options-Calculator)

License

This project is licensed under the terms of the MIT license.