option-greeks

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bradleyboyuyang /Statistical-Arbitrage

Star175

High-frequency statistical arbitrage

black-scholes pairs-trading statistical-arbitrage high-frequency-trading brownian-motion backtesting-frameworks wiener-process vasicek option-greeks ornstein-uhlenbeck-process

UpdatedJul 30, 2023
Jupyter Notebook

TechfaneTechnologies /QtsApp

Star95

The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain along with Implied Volatatlity (IV), Open Interest (OI), Delta, Theta, Vega…

python app options analysis script web-scraping derivatives option-pricing equity nse nifty options-trading strike-price option-chain option-trading option-greeks nifty50 banknifty drmoonejune moonedrjune

UpdatedFeb 7, 2023
Python

lyndskg /black-scholes-cpp

Star21

A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).

cpp makefile optimization market-data low-latency hft-trading optimization-algorithms black-scholes implied-volatility blackscholes cpp20 options-trading heston-model brownian-motion options-pricing hestonmodel option-greeks stochastic-volatility black-scholes-model

UpdatedApr 13, 2024
C++

732jhy /Delta-Hedging

Star16

Simulation of delta hedging

options delta option-greeks delta-hedging

UpdatedJul 15, 2020
Jupyter Notebook

732jhy /Finite-Difference-Option-Pricing

Star7

Utilization of finite difference methods for the purpose of pricing European-style options

option-pricing finite-difference finite-difference-method option-greeks

UpdatedJul 5, 2020
Python

HugzGJ9 /Quantitative_Finance

Star4

Quantitative Finance Library & Option Trading Tool

optimization monte-carlo-simulation option-pricing quantitative-finance pnl hedging options-trading portfolio-management finite-difference-method volatility-modeling cross-border option-greeks options-trading-strategies trading-tool volatility-surface pnl-impact

UpdatedJan 25, 2025
Python

ucaiado /cpp-binomial-greeks

Star4

Calculating options greeks using binomial tree model in C++

cpp17 option-pricing binomial-trees option-greeks

UpdatedMar 30, 2021
C++

metahris /pypws

Star2

Python client for your pricing web service

options web-services pricing implied-volatility dataclasses option-greeks dataclasses-json volatility-surface volatility-cube

UpdatedApr 26, 2023
Python

py310 /trading-information

Star2

Trading Information is a repository for collecting and organizing various trading information, including futures specifications and other relevant data.

trading futures black-scholes implied-volatility options-pricing option-greeks futures-market futures-trading futures-specs

UpdatedFeb 22, 2024
Jupyter Notebook

ahabegger /Option-Contract-Webpage

Star0

A Black-Scholes Model implemented in Python for option pricing. It includes a range of helper functions for calculating option Greeks and implied volatility, and features basic MySQL database interaction for uploading option data.

option-pricing black-scholes financial-modeling option-greeks