Real time stock and option data.
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Updated
Jul 6, 2024 - Python
Real time stock and option data.
C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
Option price calculation based on Black Scholes equation
Weekly exercises of the course of Stochastic Methods for Finance.
Black Scholes and Merton option, greeks and implied volatility calc for PHP Laravel or Symfony package
Calculate the Greeks for Uniswap V3 and setup LP positions with a target delta.
Sensitivities of Prices of Financial Options and Implied Volatilites
A collection of my own Quantitative Finance guides covering various topics.
Work related to quantitative finance.
How to hedge any positive linear gamma instrument using a “Gamma transform”
Quantitative Finance, Financial Machine Learning and visualizations Notebooks
Application of Black Scholes model and computation of greeks of European style options in Python.
Computation of greeks on an option basket with automatic differentiation
These reports were developed for the course Stochastic methods for finance using real data from yahoo finance and analyzing it via excel VBA
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