Real time stock and option data.
-
Updated
Jul 6, 2024 - Python
#
greeks
Here are 42 public repositories matching this topic...
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
c-plus-plus finance options trading telegram-bot luajit algo-trading hdf5 market-data trading-platform option-pricing futures alpaca iqfeed dtn high-frequency-trading options-trading greeks tws-api phemex
-
Updated
Jan 6, 2025 - C++
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
options trading market financial econometrics derivatives market-data trading-strategies option-pricing black-scholes quantitative-analysis implied-volatility european-options options-trading greeks stock-options derivatives-pricing options-strategies
-
Updated
Sep 13, 2022 - Python
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
finance trading trading-bot pandas vectorization volatility finance-application implied-volatility greeks volatility-modeling py-vollib speedups
-
Updated
Dec 2, 2024 - Python
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
finance tutorials quant educational derivatives quantitative-finance educational-project blackscholes greeks portfolio-management derivatives-pricing profit-loss option-strategies digital-options
-
Updated
May 31, 2022 - Jupyter Notebook
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
vega delta algotrading derivatives option-pricing hedging options-trading greeks black-scholes-merton greeks-neutralization portfolio-position dynamic-hedges bs-model
-
Updated
Mar 12, 2021 - Python
Option price calculation based on Black Scholes equation
-
Updated
Dec 23, 2023 - C++
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
options trading vega delta gamma option-pricing theta rho black-scholes implied-volatility greeks black-scholes-merton
-
Updated
May 6, 2022 - TypeScript
Weekly exercises of the course of Stochastic Methods for Finance.
finance julia jupyter-notebook monte-carlo-simulation option-pricing binomial-model value-at-risk black-scholes greeks call-put-parity
-
Updated
Jun 14, 2022 - Jupyter Notebook
Black Scholes and Merton option, greeks and implied volatility calc for PHP Laravel or Symfony package
-
Updated
Jan 30, 2022 - PHP
Calculate the Greeks for Uniswap V3 and setup LP positions with a target delta.
-
Updated
Mar 9, 2023 - R
Sensitivities of Prices of Financial Options and Implied Volatilites
-
Updated
Sep 17, 2024 - R
A collection of my own Quantitative Finance guides covering various topics.
options guide partial-differential-equations quantitative-finance interest-rates black-scholes diffusion-equation implied-volatility brownian-motion greeks
-
Updated
Dec 11, 2022 - TeX
Work related to quantitative finance.
-
Updated
Feb 20, 2018 - Jupyter Notebook
How to hedge any positive linear gamma instrument using a “Gamma transform”
-
Updated
Feb 24, 2023 - R
Quantitative Finance, Financial Machine Learning and visualizations Notebooks
-
Updated
Sep 17, 2019 - Jupyter Notebook
OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.
python options numba iv black-scholes implied-volatility binomial-tree greeks binomial-trees jarrow-rudd-binomial-tree options-pricing black-scholes-merton greek-calculations cox-ross-rubenstein black-scholes-model jarrow-rudd black-scholes-equation black-scholes-model-application barone-adesi-whaley leison-reimer
-
Updated
Nov 5, 2024 - Python
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
python system scale astronomy nasa orbit installer astro solar astrophysics solar-system pluto trojans greeks proxima-centauri alpha-centauri oort-cloud oumuamua kuiper-belt hildas
-
Updated
Nov 24, 2024 - Python
Application of Black Scholes model and computation of greeks of European style options in Python.
-
Updated
Dec 12, 2021 - 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."