greeks
Here are 36 public repositories matching this topic...
Real time stock and option data.
-
Updated
May 21, 2024 - Python
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
-
Updated
Apr 24, 2024 - Python
Sensitivities of Prices of Financial Options and Implied Volatilites
-
Updated
Apr 22, 2024 - R
Visualize the Solar System: A Python script that plots the orbits of the major planets, with a special focus on Pluto and the Kuiper Belt. Utilizing NumPy for calculations and Matplotlib for visualization, this script provides an educational tool to explore the dynamics of our solar system, highlighting Pluto's unique orbit and the vast Kuiper Belt
-
Updated
Apr 15, 2024 - Python
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 ]
-
Updated
Mar 24, 2024 - C++
Finite Difference Method for Option (European and American) pricing, with greeks for explicit. FastExplicit() is a partially vectorised form of Explicit() that is much faster.
-
Updated
Mar 2, 2024 - Jupyter Notebook
This code aims at pricing european dividendless options using the Black-Scholes model to further create an option Portfolio and compute greeks
-
Updated
Feb 23, 2024 - Jupyter Notebook
Monte-Carlo Simulation of Financial Sensitivities (EPFL - Stochastic Simulation)
-
Updated
Jan 12, 2024 - Jupyter Notebook
Option price calculation based on Black Scholes equation
-
Updated
Dec 23, 2023 - C++
Programmings skills application in derivative pricing
-
Updated
Nov 9, 2023 - R
These reports were developed for the course Stochastic methods for finance using real data from yahoo finance and analyzing it via excel VBA
-
Updated
Jul 22, 2023
Calculate the Greeks for Uniswap V3 and setup LP positions with a target delta.
-
Updated
Mar 9, 2023 - R
Educational and practical tool for estimates of Option Pricing and calculations of Greeks using the Black-Scholes Mathematical Model.
-
Updated
Feb 27, 2023 - JavaScript
How to hedge any positive linear gamma instrument using a “Gamma transform”
-
Updated
Feb 24, 2023 - R
A collection of my own Quantitative Finance guides covering various topics.
-
Updated
Dec 11, 2022 - TeX
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
-
Updated
Sep 13, 2022 - Python
Weekly exercises of the course of Stochastic Methods for Finance.
-
Updated
Jun 14, 2022 - Jupyter Notebook
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
-
Updated
May 31, 2022 - Jupyter Notebook
Improve this page
Add a description, image, and links to the greeks topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the greeks topic, visit your repo's landing page and select "manage topics."