option-greeks
Here are 11 public repositories matching this topic...
📈 Desktop application for calculating fair pricing and Greeks of vanilla European options
-
Updated
Mar 11, 2019 - Java
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.
-
Updated
Dec 28, 2023 - Python
Trading Information is a repository for collecting and organizing various trading information, including futures specifications and other relevant data.
-
Updated
Feb 22, 2024 - Jupyter Notebook
Python client for your pricing web service
-
Updated
Apr 26, 2023 - Python
Calculating options greeks using binomial tree model in C++
-
Updated
Mar 30, 2021 - C++
Utilization of finite difference methods for the purpose of pricing European-style options
-
Updated
Jul 5, 2020 - Python
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).
-
Updated
Apr 13, 2024 - C++
Simulation of delta hedging
-
Updated
Jul 15, 2020 - Jupyter Notebook
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…
-
Updated
Feb 7, 2023 - Python
High-frequency statistical arbitrage
-
Updated
Jul 30, 2023 - Jupyter Notebook
Improve this page
Add a description, image, and links to the option-greeks topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the option-greeks topic, visit your repo's landing page and select "manage topics."