A Python library for evaluating option trading strategies.
OIPD computes the probabilities of an asset's future price as implied by the options market.
Open Source Options Analytics Platform.
Financial Derivatives Calculator with 171+ Models (Options Calculator)
Option Calculator using Black-Scholes model and Binomial model
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
Backtesting framework for modern option strategies
Writing financial contracts in Julia
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.
Real-time & historical data API for US stocks and options
MIT Trading Competition algorithmic trading of options and securities
Library to collect NSE data in pandas dataframe
Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.
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).
3D Volatility surface visualization in the browser
KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@
Currency Binary Option Pricing with 3 methods and implied smile
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
RustyQlib: A quant library for derivative pricing and quantitative finance
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