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
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
Black Scholes and Merton option, greeks and implied volatility calc for PHP Laravel or Symfony package
Sensitivities of Prices of Financial Options and Implied Volatilites
A collection of my own Quantitative Finance guides covering various topics.
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
This package allows you to perform various computations on European call options, barrier options and look-back options in the C++ language.
How to hedge any positive linear gamma instrument using a “Gamma transform”
Weekly exercises of the course of Stochastic Methods for Finance.
Option price calculation based on Black Scholes equation
Application of Black Scholes model and computation of greeks of European style options in Python.
Work related to quantitative finance.
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.
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